Reduced form vector directional quantiles
DOI10.1016/j.jmva.2017.03.007zbMath1369.62114OpenAlexW2598918905MaRDI QIDQ2359673
Publication date: 22 June 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2017.03.007
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
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Cites Work
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