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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," IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences) 2018031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Handle: RePEc:aiz:louvad:2018031
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    File URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A207814/datastream/PDF_01/view
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    References listed on IDEAS

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    1. 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.
    2. 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.
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    Cited by:

    1. 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.

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