Defining the notion of order statistics for a multivariate sample is not obvious and can be done in
Defining the notion of order statistics for a multivariate sample is not obvious and can be done in many ways. In this talk we consider a multivariate sample ordered according to an increasing family of conditional quantile surfaces, called isobar surfaces.
We investigate histogram-type estimators of these isobar surfaces and we establish the asymptotic normality of these estimators. We study also the uniform a.s. consistency of these estimators, under some regularity conditions.
Date and Venue
Start Date
Venue
Room 0.07 Departamento de Matemática, FCUP. Coffee with speaker served from 9:30.
Speaker
Marie-Françoise Barme
Univ. Lille 1, França
Univ. Lille 1, França
Area
Statistics Modeling and Computational Applications