scientific article; zbMATH DE number 7792653
From MaRDI portal
Publication:6141218
DOI10.57805/revstat.v21i1.397MaRDI QIDQ6141218
Bertrand K. Hassani, Matthieu Garcin, Dominique Guégan
Publication date: 22 January 2024
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On multivariate extensions of value-at-risk
- Comparison of multivariate distributions using quantile-quantile plots and related tests
- Bivariate lower and upper orthant value-at-risk
- A directional multivariate value at risk
- Note on the spatial quantile of a random vector
- \(M\)-estimation, convexity and quantiles
- Kendall distribution functions.
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- On Kendall's process
- General notions of statistical depth function.
- Multivariate L-estimation. (With comments)
- Bounds for functions of multivariate risks
- The spatial distribution in infinite dimensional spaces and related quantiles and depths
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- On a Geometric Notion of Quantiles for Multivariate Data
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Truncated regular vines in high dimensions with application to financial data
- Quantile functions for multivariate analysis: approaches and applications
- Optimization with Multivariate Conditional Value-at-Risk Constraints
- A Multivariate Quantile Predictor
- Hierarchical Kendall copulas: Properties and inference
- On affine equivariant multivariate quantiles
- On the multivariate probability integral transformation
This page was built for publication:
