Asymptotics for the Tukey median

DOI10.1006/JMVA.2001.2008zbMath1019.62017OpenAlexW2039587800MaRDI QIDQ697461

Jean-Claude Massé

Publication date: 17 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2008

zbMATH Keywords

empirical processesTukey depthhalf-space medianTukey median

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (14)

Multivariate \(\rho \)-quantiles: a spatial approach ⋮ Halfspace depth for general measures: the ray basis theorem and its consequences ⋮ Convergence of quantile and depth regions ⋮ Some multivariate goodness of fit tests based on data depth ⋮ Limit Theorems for Quantile and Depth Regions for Stochastic Processes ⋮ Robust dimension reduction using sliced inverse median regression ⋮ Large sample properties of the regression depth induced median ⋮ Empirical depth processes ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Halfspace depth and floating body ⋮ On the statistical efficiency of robust estimators of multivariate location ⋮ On the Tukey depth of an atomic measure ⋮ On a robust and efficient maximum depth estimator ⋮ A new type of multivariate records: depth-based records

Cites Work

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• Halfplane trimming for bivariate distributions
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Weak convergence and empirical processes. With applications to statistics
• On min-max majority and deepest points
• Control Charts for Multivariate Processes
• On a notion of simplicial depth
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Convergence of stochastic processes

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