On Distribution and Quantile Functions, Ranks and Signs in R_d
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- Marc Hallin & Davide La Vecchia & H Liu, 2019. "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES 2019-25, ULB -- Universite Libre de Bruxelles.
- Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”," Working Papers ECARES 2018-12, ULB -- Universite Libre de Bruxelles.
- 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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Keywordsmultivariate distribution function; multivariate quantiles; multivariate ranks; multivariate signs; multivariate order-preserving transformation; glivenko-cantelli; invariance/equivariance; gradient of convex function;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2017-10-01 (Econometrics)
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