Room 0.07 Departamento de Matemática, FCUP. Coffee with speaker served from 9:30.
Monday, 14 February, 2011 - 10:00
Defining the notion of order statistics for a multivariate sample is not obvious and can be done in many ways. In this talk we consider a multivariate sample ordered according to an increasing family of conditional quantile surfaces, called isobar surfaces.
We investigate histogram-type estimators of these isobar surfaces and we establish the asymptotic normality of these estimators. We study also the uniform a.s. consistency of these estimators, under some regularity conditions.
Speaker:
Marie-Françoise Barme
Univ. Lille 1, França