252 citations · 1.3k across the 41 of their papers we have counts for
Showing 2019 · stat.MEShow all
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stat.ME2019
Center-outward quantiles and the measurement of multivariate risk
Jan Beirlant, Sven Buitendag, Eustasio del Bario +1
All multivariate extensions of the univariate theory of risk measurement run into the same fundamental problem of the absence, in dimension d > 1, of a canonical ordering of Rd. Ba…
stat.ME2019★ 1 cited
Optimal tests for elliptical symmetry: specified and unspecified location
Sladana Babic, Laetitia Gelbgras, Marc Hallin +1
Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of el…