A Multivariate Quantile Based on Kendall Ordering

Garcin, M; Guégan, D; Hassani, B

Garcin, M (通讯作者),Leonard Vinci Pole Univ, Res Ctr, F-92916 Courbevoie, France.

REVSTAT-STATISTICAL JOURNAL, 2023; 21 (1): 77

Abstract

center dot We introduce the Kendall multivariate quantiles, which are a transformation of orthant quantiles by the Kendall function. Each quantile is ......

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