Regression and asymptotical location of a multivariate sample

P. Jacob and Ch. Suquet

Statistics & Probability Letters, 1997, vol. 35, issue 2, 173-179

Abstract: 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.

Keywords: Almost; surely; stable; extreme; value; Asymptotical; location; Elliptically; contoured; distribution; Isobar; Multivariate; distribution; Regression; estimate (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (4)

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