Essec\Faculty\Model\Contribution {#2216 ▼
#_index: "academ_contributions"
#_id: "15177"
#_source: array:26 [
"id" => "15177"
"slug" => "15177-from-geometric-quantiles-to-halfspace-depths-a-geometric-approach-for-extremal-behaviour"
"yearMonth" => "2023-06"
"year" => "2023"
"title" => "From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour"
"description" => "SINGHA, S., KRATZ, M. et VADLAMANI, S. (2023). <i>From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour</i>. WP 2307, ESSEC Business School. 
SINGHA, S., KRATZ, M. et VADLAMANI, S. (2023). <i>From geometric quantiles to halfspace depths: A ge "
"authors" => array:3 [
0 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
1 => array:1 [
"name" => "SINGHA Sibsankar"
]
2 => array:1 [
"name" => "VADLAMANI Sreekar"
]
]
"ouvrage" => ""
"keywords" => array:6 [
0 => "asymptotic theorems"
1 => "concentration inequality"
2 => "halfspace (or Tukey) depth -empirical process"
3 => "extreme quantile"
4 => "geometric quantile"
5 => "multivariate quantile -tail behaviour"
]
"updatedAt" => "2025-03-17 16:58:41"
"publicationUrl" => "https://essec.hal.science/hal-04134321"
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Cahier de Recherche"
"en" => "Working Papers"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We investigate the asymptotics for two geometric measures, geometric quantiles and halfspace depths. While much literature is known on the population side, we fill out some gaps there to obtain a full picture, before turning to the sample versions, where the questions on asymptotics become crucial in view of applications. This is the core of the paper: We provide rates of convergence for the sample versions and address the extremal behaviour of the geometric measures according to the type of underlying distribution. We investigate the asymptotics for two geometric measures, geometric quantiles and halfspace depths. "
"en" => "We investigate the asymptotics for two geometric measures, geometric quantiles and halfspace depths. While much literature is known on the population side, we fill out some gaps there to obtain a full picture, before turning to the sample versions, where the questions on asymptotics become crucial in view of applications. This is the core of the paper: We provide rates of convergence for the sample versions and address the extremal behaviour of the geometric measures according to the type of underlying distribution. We investigate the asymptotics for two geometric measures, geometric quantiles and halfspace depths. "
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-03-21T13:21:47.000Z"
"docTitle" => "From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour"
"docSurtitle" => "Working Papers"
"authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, SINGHA Sibsankar, VADLAMANI Sreekar"
"docDescription" => "<span class="document-property-authors">KRATZ Marie, SINGHA Sibsankar, VADLAMANI Sreekar</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2023</span> <span class="document-property-authors">KRATZ Marie, SINGHA Sibsankar, VADLAMANI Sreekar</span><br>< "
"keywordList" => "<a href="#">asymptotic theorems</a>, <a href="#">concentration inequality</a>, <a href="#">halfspace (or Tukey) depth -empirical process</a>, <a href="#">extreme quantile</a>, <a href="#">geometric quantile</a>, <a href="#">multivariate quantile -tail behaviour</a> <a href="#">asymptotic theorems</a>, <a href="#">concentration inequality</a>, <a href="#">halfspace "
"docPreview" => "<b>From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour</b><br><span>2023-06 | Working Papers </span> <b>From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour</b><br> "
"docType" => "research"
"publicationLink" => "<a href="https://essec.hal.science/hal-04134321" target="_blank">From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour</a> <a href="https://essec.hal.science/hal-04134321" target="_blank">From geometric quantiles to halfspa "
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.759418
+"parent": null
}
