Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions

zbMath1011.62054MaRDI QIDQ5926423

YiJun Zuo, Robert J. Serfling

Publication date: 5 June 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

halfspace depthmore scatteredscatter measurestatistical depth functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (13)

Nonparametric multivariate descriptive measures based on spatial quantiles ⋮ High-breakdown robust multivariate methods ⋮ Unnamed Item ⋮ Projection-based depth functions and associated medians ⋮ On the performance of bivariate robust location estimators under contamination ⋮ Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator ⋮ The expected convex hull trimmed regions of a sample ⋮ Robust covariance and scatter matrix estimation under Huber's contamination model ⋮ Finite sample tail behavior of multivariate location estimators ⋮ Data depth, random simplices and multivariate dispersion ⋮ Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms ⋮ Integral trimmed regions ⋮ Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.

Uses Software

• AS 307

Cites Work

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• On Random Variables with Comparable Peakedness
• Some Distributions of Sample Means
• The depth function of a population distribution.

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