Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.

DOI10.1006/jmva.2001.2044zbMath1146.62327OpenAlexW2072087034MaRDI QIDQ1867145

Robert J. Serfling

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2044

zbMATH Keywords

weak convergencestatistical depth functionsheavy tailskurtosisscale curvemultivariate scattergeneralized quantile processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

Related Items

Nonparametric multivariate descriptive measures based on spatial quantiles, Marginal M-quantile regression for multivariate dependent data, EDF goodness-of-fit tests based on centre-outward ordering, On the estimation of extreme directional multivariate quantiles, Local half-region depth for functional data, A directional multivariate value at risk, A generalized multivariate kurtosis ordering and its applications, Projection-based depth functions and associated medians, Asymptotics of generalized depth-based spread processes and applications, A note on simplicial depth function, Influence functions for a general class of depth-based generalized quantile functions, Influence functions of some depth functions, and application to depth-weighted L-statistics, On Maximum Depth and Related Classifiers, Data depth, random simplices and multivariate dispersion, Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types

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