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Stability and tail limits of transport-based quantile contours

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  • de Valk, Cees Fouad
  • Segers, Johan

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  • de Valk, Cees Fouad & Segers, Johan, 2018. "Stability and tail limits of transport-based quantile contours," LIDAM Discussion Papers ISBA 2018031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2018031
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    References listed on IDEAS

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    1. Basrak, Bojan & Davis, Richard A. & Mikosch, Thomas, 2002. "Regular variation of GARCH processes," Stochastic Processes and their Applications, Elsevier, vol. 99(1), pages 95-115, May.
    2. Marc Hallin, 2017. "On Distribution and Quantile Functions, Ranks and Signs in R_d," Working Papers ECARES ECARES 2017-34, ULB -- Universite Libre de Bruxelles.
    3. Cuesta-Albertos, J. A. & Matrán, C. & Tuero-Diaz, A., 1997. "Optimal Transportation Plans and Convergence in Distribution," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 72-83, January.
    4. Eustasio Del Barrio & Juan Cuesta Albertos & Marc Hallin & Carlos Matran, 2018. "Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions," Working Papers ECARES 2018-15, ULB -- Universite Libre de Bruxelles.
    5. Hult, Henrik & Lindskog, Filip, 2005. "Extremal behavior of regularly varying stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 115(2), pages 249-274, February.
    6. Meinguet, Thomas & Segers, Johan, 2010. "Regularly varying time series in Banach spaces," LIDAM Discussion Papers ISBA 2010002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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    Cited by:

    1. Marc Hallin & Daniel Hlubinka & Šárka Hudecová, 2023. "Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1923-1939, July.
    2. Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2020. "Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova," Working Papers ECARES 2020-32, ULB -- Universite Libre de Bruxelles.
    3. Estate V. Khmaladze, 2021. "Distribution-free testing in linear and parametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1063-1087, December.

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