Uniform estimation of isobars

M.- F., Barme; M., Brito

Document type :

Compte-rendu et recension critique d'ouvrage

DOI :

10.1016/j.spl.2019.01.012

Title :

Uniform estimation of isobars

Author(s) :

M.- F., Barme [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
M., Brito [Auteur]

Journal title :

Statistics and Probability Letters

Publisher :

Elsevier

Publication date :

2019-05

ISSN :

0167-7152

English keyword(s) :

order statistics
estimation
quantiles
strong behaviour
extremes

HAL domain(s) :

Mathématiques [math]
Statistiques [stat]

English abstract : [en]

The ordering of a multivariate sample is not natural and several definitions have been proposed in the literature. We consider here a multivariate sample ordered according to an increasing family of conditional quantile ...
Show more >The ordering of a multivariate sample is not natural and several definitions have been proposed in the literature. We consider here a multivariate sample ordered according to an increasing family of conditional quantile surfaces, isobar surfaces. We introduce a nonparametric estimator, called isogram, and establish the uniform a.s. consistency of these estimators. In particular, we show that, under some regularity conditions, the strong behaviour of the isograms is determined by the corresponding behaviour of suitable defined histogram-type estimators of the underlying conditional distribution function. Consequently, we begin our study by investigating the strong limiting behaviour of these estimators.Show less >

Language :

Anglais

Popular science :

Non

Collections :

Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

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