Limit theorems for the simplicial depth (Q1198996): Difference between revisions

Let \(X_ 1,X_ 2,\dots,X_{d+1}\) be independent random vectors in \(\mathbb{R}^ d\) with common distribution \(F\) and let \(\text{ch}^ 0(y_ 1,y_ 2,y_ 3,\dots)\) denote the interior of the convex hull of \(y_ 1,y_ 2,y_ 3,\dots\) \textit{R. Y. Liu} [Ann. Stat. 18, No. 1, 405-414 (1990; Zbl 0701.62063)] has introduced the notion of the simplicial depth of a point \(z\in\mathbb{R}^ d\) with respect to \(F\), \[ D(z,F)=P(z\in\text{ch}^ 0(X_ 1,X_ 2,X_ 3,\dots)). \] It is shown that, if \(F(H)=0\) for arbitrary hyperplanes \(H\subset\mathbb{R}^ d\) and \(F^*\) is any other distribution on \(\mathbb{R}^ d\), then \(D(\cdot,F^*)\) tends uniformly to \(D(\cdot,F)\) whenever \(F^*\) converges weakly to \(F\). A central limit theorem for \(\sqrt{n}(D(\cdot,\hat F_ n)-D(\cdot,F))\) is also established, where \(\hat F_ n\) is the empirical distribution. This result is applied to derive the asymptotic normality of multivariate \(L\)-statistic.