Regression and asymptotical location of a multivariate sample

A broad class of multidimensional probability distributions is shown to have large samples which can be almost surely encompassed by a sequence of deterministic close fitting surfaces. Based on polar regression, a general method is proposed to estimate these surfaces.

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Year of publication:	1997
Authors:	Jacob, P. ; Suquet, Ch.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 2, p. 173-179
Publisher:	Elsevier
Keywords:	Almost surely stable extreme value Asymptotical location Elliptically contoured distribution Isobar Multivariate distribution Regression estimate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138142