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Quantile curves and dependence structure for bivariate distributions

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  • Belzunce, F.
  • Castano, A.
  • Olvera-Cervantes, A.
  • Suarez-Llorens, A.
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 51 (2007)
    Issue (Month): 10 (June)
    Pages: 5112-5129

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    Handle: RePEc:eee:csdana:v:51:y:2007:i:10:p:5112-5129

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    1. Masse, J. C. & Theodorescu, R., 1994. "Halfplane Trimming for Bivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 48(2), pages 188-202, February.
    2. Abdous, B. & Theodorescu, R., 1992. "Note on the spatial quantile of a random vector," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 333-336, March.
    3. Nolan, D., 1992. "Asymptotics for multivariate trimming," Stochastic Processes and their Applications, Elsevier, vol. 42(1), pages 157-169, August.
    4. Christian Genest & Jean-François Quessy & Bruno Rémillard, 2006. "Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 33(2), pages 337-366.
    5. Chen, L. -A. & Welsh, A. H., 2002. "Distribution-Function-Based Bivariate Quantiles," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 208-231, October.
    6. Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
    7. Robert Serfling, 2002. "Quantile functions for multivariate analysis: approaches and applications," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(2), pages 214-232.
    8. Averous, Jean & Meste, Michel, 1997. "Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 63(2), pages 222-241, November.
    9. Genest C. & Boies J-C., 2003. "Detecting Dependence With Kendall Plots," The American Statistician, American Statistical Association, vol. 57, pages 275-284, November.
    10. Rodel, Egmar & Kossler, Wolfgang, 2004. "Linear rank tests for independence in bivariate distributions--power comparisons by simulation," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 645-660, July.
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    Cited by:
    1. Cousin, Areski & Di Bernardino, Elena, 2013. "On multivariate extensions of Value-at-Risk," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 32-46.
    2. repec:hal:wpaper:hal-00750873 is not listed on IDEAS
    3. Elena Di Bernardino & Thomas Laloë & Véronique Maume-Deschamps & Clémentine Prieur, 2013. "Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory," Post-Print hal-00580624, HAL.
    4. Elena Di Bernardino & Didier Rullière, 2013. "Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory," Post-Print hal-00750873, HAL.
    5. Berghaus, Betina & Bücher, Axel, 2014. "Nonparametric tests for tail monotonicity," Journal of Econometrics, Elsevier, vol. 180(2), pages 117-126.
    6. Elena Di Bernardino & Didier Rullière, 2014. "Estimation of multivariate critical layers: Applications to rainfall data," Working Papers hal-00940089, HAL.
    7. Elena Di Bernardino & Didier Rullière, 2012. "Distortions of multivariate risk measures: a level-sets based approach," Working Papers hal-00756387, HAL.
    8. Areski Cousin & Elena Di Bernadino, 2011. "On Multivariate Extensions of Value-at-Risk," Papers 1111.1349, arXiv.org, revised Apr 2013.
    9. Fernández-Ponce, J.M. & Pellerey, F. & Rodríguez-Griñolo, M.R., 2011. "On a new NBUE property in multivariate sense: An application," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3283-3294, December.
    10. Areski Cousin & Elena Di Bernadino, 2013. "On Multivariate Extensions of Value-at-Risk," Working Papers hal-00638382, HAL.

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