Estimation of Extreme Depth-Based Quantile Regions
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- Yi He & John H. J. Einmahl, 2017. "Estimation of extreme depth-based quantile regions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 449-461, March.
- He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Other publications TiSEM d6529c8a-8865-4c03-a064-a, Tilburg University, School of Economics and Management.
References listed on IDEAS
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"Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics,"
Discussion Paper
2015-020, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015. "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Other publications TiSEM bcd9783a-e07e-4da2-bc47-b, Tilburg University, School of Economics and Management.
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- Feng, Xiang-Nan & Wang, Yifan & Lu, Bin & Song, Xin-Yuan, 2017. "Bayesian regularized quantile structural equation models," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 234-248.
- Singh, Ripudaman & Kemausuor, Francis & Wooldridge, Margaret, 2018. "Locational analysis of cellulosic ethanol production and distribution infrastructure for the transportation sector in Ghana," Renewable and Sustainable Energy Reviews, Elsevier, vol. 98(C), pages 393-406.
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Keywords
Extreme value statistics; halfspace depth; multivariate quantile; outlier detection; rare event; tail dependence;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-12-29 (Econometrics)
- NEP-ORE-2014-12-29 (Operations Research)
- NEP-RMG-2014-12-29 (Risk Management)
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