Multivariate ρ-quantiles: A spatial approach-Reference-Cited by-同舟云学术

Multivariate ρ-quantiles: A spatial approach

Published:2022-08-01 Issue:3 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Konen Dimitri¹,Paindaveine Davy¹

Affiliation:

1. Université libre de Bruxelles, ECARES and Département de Mathématique, Avenue F.D. Roosevelt, 50, ECARES, CP114/04, B-1050, Brussels, Belgium

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference45 articles.

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2. Azzalini, A. (2014). The Skew-normal and Related Families. Institute of Mathematical Statistics (IMS) Monographs 3. Cambridge: Cambridge Univ. Press.

3. Breckling, J. and Chambers, R. (1988). M-quantiles. Biometrika 75 761–771. 10.2307/2336317

4. Cardot, H., Cénac, P. and Godichon-Baggioni, A. (2017). Online estimation of the geometric median in Hilbert spaces: Nonasymptotic confidence balls. Ann. Statist. 45 591–614. 10.1214/16-AOS1460

5. Cardot, H., Cénac, P. and Zitt, P.-A. (2013). Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm. Bernoulli 19 18–43. 10.3150/11-BEJ390

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