Multivariate \(\rho \)-quantiles: a spatial approach

DOI10.3150/21-BEJ1404OpenAlexW4224313231MaRDI QIDQ2137049

Davy Paindaveine, Dimitri Konen

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-28/issue-3/Multivariate-%cf%81-quantiles-A-spatial-approach/10.3150/21-BEJ1404.full

zbMATH Keywords

M-estimationmultivariate quantilesspatial quantilesspatial depthconvex objective functionsBahadur representation results

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

Related Items (2)

Spatial quantiles on the hypersphere ⋮ Affine-equivariant inference for multivariate location under \({L_p}\) loss functions

Uses Software

• sn
• ddalpha

Cites Work

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