Extreme geometric quantiles in a multivariate regular variation framework
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Publication:897840
DOI10.1007/S10687-015-0226-0zbMATH Open1328.62306OpenAlexW1917281828MaRDI QIDQ897840FDOQ897840
Authors: Gilles Stupfler, Stéphane Girard 
Publication date: 8 December 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-015-0226-0
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Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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- On a Geometric Notion of Quantiles for Multivariate Data
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- M-quantiles
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- Heavy-Tail Phenomena
- On kernel smoothing for extremal quantile regression
- Regularly varying functions
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- A moment estimator for the conditional extreme-value index
- On multivariate quantile regression
- On the \(u\)\,th geometric conditional quantile
- On affine equivariant multivariate quantiles
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- Title not available (Why is that?)
- Intriguing properties of extreme geometric quantiles
Cited In (15)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
- Semi-parametric estimation of multivariate extreme expectiles
- Extremes for multivariate expectiles
- Multivariate geometric expectiles
- On a Geometric Notion of Quantiles for Multivariate Data
- On the estimation of extreme directional multivariate quantiles
- Environmental contours as Voronoi cells
- On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions
- Extremes of Gaussian random fields with regularly varying dependence structure
- Spatial quantiles on the hypersphere
- Multivariate \(\rho \)-quantiles: a spatial approach
- Intriguing properties of extreme geometric quantiles
- Multi-normex distributions for the sum of random vectors. Rates of convergence
- On extreme quantile region estimation under heavy-tailed elliptical distributions
- On a scale-scale plot for comparing multivariate distributions
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