@article{Garcin_Guégan_Hassani_2021, title={A Multivariate Quantile Based on Kendall Ordering: Accepted - September 2021}, url={https://revstat.ine.pt/index.php/REVSTAT/article/view/397}, abstractNote={<p>We introduce the Kendall multivariate quantiles, which are a transformation of orthant quantiles by the Kendall function. Each quantile is then a set of vectors with some advantageous properties, compared to the standard orthant quantile: <em>i/</em> it in[1]duces a total order, <em>ii/</em> the probability level of the quantile is consistent with the probability measure of the set of the dominated vectors,<em> iii/</em> the multivariate quantiles based on the distribution function or on the survival function have vectors in common which conciliate both upper- and lower-orthant approaches. Definition and properties of the Kendall multivariate quantiles are illustrated using Archimedean copulas.</p>}, journal={REVSTAT-Statistical Journal}, author={Garcin , Matthieu and Guégan , Dominique and Hassani , Bertrand}, year={2021}, month={Sep.} }