Extreme geometric quantiles in a multivariate regular variation framework
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Cites work
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- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- M-quantiles
- A moment estimator for the conditional extreme-value index
- Comparison of multivariate distributions using quantile-quantile plots and related tests
- Design-based estimation for geometric quantiles with application to outlier detection
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
- Estimating extreme bivariate quantile regions
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Estimation of extreme risk regions under multivariate regular variation
- Extremal quantile regression
- Extreme value theory. An introduction.
- Functional kernel estimators of large conditional quantiles
- Heavy-Tail Phenomena
- Intriguing properties of extreme geometric quantiles
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- On a Geometric Notion of Quantiles for Multivariate Data
- On affine equivariant multivariate quantiles
- On kernel smoothing for extremal quantile regression
- On multivariate quantile regression
- On the \(u\)\,th geometric conditional quantile
- On the theory of elliptically contoured distributions
- Quantile functions for multivariate analysis: approaches and applications
- Regression Quantiles
- Regularly varying functions
- \(M\)-estimation, convexity and quantiles
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(15)- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
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- On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions
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- Spatial quantiles on the hypersphere
- Multi-normex distributions for the sum of random vectors. Rates of convergence
- On a scale-scale plot for comparing multivariate distributions
- On a Geometric Notion of Quantiles for Multivariate Data
- On extreme quantile region estimation under heavy-tailed elliptical distributions
- Extremes of Gaussian random fields with regularly varying dependence structure
- On the estimation of extreme directional multivariate quantiles
- Extremes for multivariate expectiles
- Intriguing properties of extreme geometric quantiles
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