Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
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- Einmahl, J.H.J. & Li, Jun & Liu, Regina, 2015. "Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics," Discussion Paper 2015-020, Tilburg University, Center for Economic Research.
References listed on IDEAS
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Cited by:
- 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," Discussion Paper 2014-035, Tilburg University, Center for Economic Research.
- 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.
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