A note on quantiles for multidimensional data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F13%3A43885467" target="_blank" >RIV/60076658:12510/13:43885467 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
A note on quantiles for multidimensional data
Original language description
In many economic applications, we need to compute multidimensional quantiles or to estimate the center of multidimensional distribution. Our approach to multidimensional quantiles is based on a modi ed version of interdirections which are given by halving hyperplanes. The methods working with halving hyperplanes do not require any knowledge about the location of the distribution, what is their main advantage in comparison with classical approaches. Our aim is to study asymptotics for multidimensional quantiles. Under our approach to multidimensional quantiles, the very important tool for studying of these asymptotics are U-statistics. In fact, we need to study asymptotics for U-statistics (especially, weighted U-statistics and incomplete U-statistics).
Czech name
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Czech description
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Project
<a href="/en/project/GPP201%2F11%2FP164" target="_blank" >GPP201/11/P164: Martingale approximations and U-statistics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
31st International Conference on Mathematical Methods in Economics 2013
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
392-397
Publisher name
Vysoká škola polytechnická Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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