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Testing multivariate quantile by empirical likelihood

Ma, XJ; Wang, SC; Zhou, W

Wang, SC (corresponding author), South China Univ Technol, Sch Math, Guangzhou 510640, Peoples R China.

JOURNAL OF MULTIVARIATE ANALYSIS, 2021; 182 ():

Abstract

In this paper, a new method called mean-of-quantile is introduced to estimate multivariate quantiles. The consistency and asymptotic normality of mean......

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