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On a new notion of multidimensional quantile

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Publication:1901281
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zbMath0829.62057MaRDI QIDQ1901281

Luisa Tibiletti

Publication date: 11 December 1995

Published in: Metron (Search for Journal in Brave)


zbMATH Keywords

mediandata scale-invariancedata segmentationmultidimensional quantilenew definition


Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)


Related Items (7)

A multivariate extension of the increasing convex order to compare risks ⋮ Vector-valued tail value-at-risk and capital allocation ⋮ On multivariate extensions of value-at-risk ⋮ Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory ⋮ Kendall distributions and level sets in bivariate exchangeable survival models ⋮ ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS ⋮ Estimating covariate functions associated to multivariate risks: a level set approach




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