Center-Outward Quantiles And The Measurement Of Multivariate Risk
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References listed on IDEAS
- Alfred Galichon & Ivar Ekeland & Marc Henry, 2009. "Comonotonic measures of multivariates risks," Working Papers hal-00401828, HAL.
- repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc4b1h6b4 is not listed on IDEAS
- Einmahl, J. H.J. & Mason, D.M., 1992. "Generalized quantile processes," Other publications TiSEM b2a76bac-045d-457f-869f-d, Tilburg University, School of Economics and Management.
- A. Dematteo & S. Clémençon, 2016. "On tail index estimation based on multivariate data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 152-176, March.
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- Beirlant, J. & Mason, D. M. & Vynckier, C., 1999. "Goodness-of-fit analysis for multivariate normality based on generalized quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 119-142, April.
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