Monge–Kantorovich depth, quantiles, ranks and signs
We propose new concepts of statistical depth, multivariate quantiles, vector quantiles and ranks, ranks and signs, based on canonical transportation maps between a distribution of interest on Rd and a reference distribution on the d-dimensional unit ball. The new depth concept, called Monge- Kantoro...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Institute of Mathematical Statistics
2018
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| Online Access: | http://hdl.handle.net/1721.1/113890 https://orcid.org/0000-0002-3250-6714 |