Estimation of extreme depth-based quantile regions
نویسندگان
چکیده
منابع مشابه
Convergence of Quantile and Depth Regions
Since contours of multi-dimensional depth functions often characterize the distribution, it has become of interest to consider structural properties and limit theorems for the sample contours (see [1]). For finite dimensional data Massé and Theodorescu [2] and Kong and Mizera [3] have made connections of directional quantile envelopes to level sets of half-space (Tukey) depth. In the recent pap...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2016
ISSN: 1369-7412
DOI: 10.1111/rssb.12163