This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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558
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Type:
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Invited
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Date/Time:
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Wednesday, August 4, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #306318 |
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Title:
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From Multiple Output Quantiles to Signed Ranks: A New Multivariate Probability Integral Transformation
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Author(s):
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Marc Hallin*+
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Companies:
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Université Libre de Bruxelles
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Address:
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, , ,
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Keywords:
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multivariate ranks ;
multivariate quantiles ;
depth
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Abstract:
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Based on the concept of multiple-output quantiles proposed in Hallin, Paindaveine and Siman (Annals of Statistics 2009, to appear), we propose a new multivariate probability integral transformation mapping, in a canonical way, any continuous multivariate distribution to a uniform spherical one and inducing a new concept of multivariate signed ranks.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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