Measure Transportation and Statistical Decision Theory
نویسندگان
چکیده
Unlike the real line, space, in dimension d ? 2, is not canonically ordered. As a consequence, extending to multivariate context fundamental univariate statistical tools such as quantiles, signs, and ranks anything but obvious. Tentative definitions have been proposed literature do enjoy basic properties (e.g., distribution-freeness of ranks, their independence with respect order statistic, signs) they are expected satisfy. Based on measure transportation ideas, new concepts distribution quantile functions, signs recently that, unlike previous attempts, satisfy these properties. These quantiles used, quite successfully, several inference problems triggered, short span time, number applications: fully distribution-free testing for multiple-output regression, MANOVA, VAR models; R-estimation VARMA parameters; vector independence; regression; nonlinear independent component analysis; so on.
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ژورنال
عنوان ژورنال: Annual review of statistics and its application
سال: 2022
ISSN: ['2326-8298', '2326-831X']
DOI: https://doi.org/10.1146/annurev-statistics-040220-105948