By Cagin Ararat and Andreas Hamel

It is shown that the recently introduced lower cone distribution function and the associated set-valued multivariate quantile generate a Galois connection between a complete lattice of closed convex sets and the intervall [0,1]. This generalizes the (not so well-known) corresponding univariate result. It is also shown that an extension of... Show more

May 26, 2019

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Lower cone distribution functions and set-valued quantiles form Galois connections

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