Breakdown properties of location estimates based on halfspace depth and projected outlyingness
From MaRDI portal
Publication:1208644
DOI10.1214/AOS/1176348890zbMath0776.62031OpenAlexW2039892753MaRDI QIDQ1208644
Publication date: 16 May 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348890
outliersrobustnessmediantrimmed meanprojection pursuitbreakdown pointaffine equivariancelocation estimatorsGlivenko-Cantelli propertymultivariate generalizations\(W\)-estimatescentrosymmetric distributionsconvex hull peelinghalfspace distanceiterative ellipsoidal trimmingmultivariate depth and outlyingness
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (only showing first 100 items - show all)
Asymptotic properties of location estimators based on projection depth ⋮ Trimmed means for functional data ⋮ On depth and deep points: A calculus. ⋮ The influence function and maximum bias of Tukey's median ⋮ Projection estimates of multivariate location ⋮ Robust mean-variance portfolio through the weighted \(L^p\) depth function ⋮ Robust mixture regression using the \(t\)-distribution ⋮ Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean ⋮ Computation of projection regression depth and its induced median ⋮ Approximate computation of projection depths ⋮ On the Stahel-Donoho estimator and depth-weighted means of multivariate data. ⋮ Influence function and maximum bias of projection depth based estimators. ⋮ Optimal outlier removal in high-dimensional spaces ⋮ Exponential probability inequality and convergence results for the median absolute deviation and its modifications ⋮ Between data cleaning and inference: pre-averaging and robust estimators of the efficient price ⋮ Computing depth contours of bivariate point clouds ⋮ Robustness of the half-space median ⋮ Multidimensional medians arising from geodesics on graphs ⋮ Convergence of depth contours for multivariate datasets ⋮ ANCOVA: a heteroscedastic global test when there is curvature and two covariates ⋮ Convergence of quantile and depth regions ⋮ Asymptotic normality of multivariate trimmed means ⋮ On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families ⋮ Robust estimating equation based on statistical depth ⋮ Exact computation of the halfspace depth ⋮ Depth-weighted Bayes classification ⋮ On the effect of inliers on the spatial median ⋮ Multidimensional trimming based on projection depth ⋮ Asymptotic behavior of samples from general multivariate distributions ⋮ A note on the robustness of multivariate medians ⋮ A convex semi-nonnegative matrix factorisation approach to fuzzy \(c\)-means clustering ⋮ On directional multiple-output quantile regression ⋮ On the maximal halfspace depth of permutation-invariant distributions on the simplex ⋮ Bridging centrality and extremity: refining empirical data depth using extreme value statistics ⋮ Computing projection depth and its associated estimators ⋮ Fast implementation of the Tukey depth ⋮ High-breakdown robust multivariate methods ⋮ On the uniform consistency of the zonoid depth ⋮ A half-region depth for functional data ⋮ Penalty-based aggregation of multidimensional data ⋮ An optimal extension of the centerpoint theorem ⋮ Tensor-based projection depth ⋮ Some intriguing properties of Tukey's half-space depth ⋮ On the behavior of Tukey's depth and median under symmetric stable distributions. ⋮ Characterizing angular symmetry and regression symmetry. ⋮ Projection-based depth functions and associated medians ⋮ A note on weak convergence of general halfspace depth trimmed means ⋮ Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions ⋮ The deepest point for distributions in infinite dimensional spaces ⋮ Multivariate functional outlier detection ⋮ Rejoinder to `Multivariate functional outlier detection' ⋮ Concentration of the empirical level sets of Tukey's halfspace depth ⋮ On the Tukey depth of a continuous probability distribution ⋮ Uniform convergence rates for halfspace depth ⋮ Inferences based on multiple skipped correlations ⋮ On the performance of bivariate robust location estimators under contamination ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Connecting pairwise geodesic spheres by depth: DCOPS ⋮ Asymptotics of generalized depth-based spread processes and applications ⋮ Robust PCA for skewed data and its outlier map ⋮ On the statistical efficiency of robust estimators of multivariate location ⋮ Asymptotics for the Tukey median ⋮ Some extensions of Tukey's depth function ⋮ Approximation by log-concave distributions, with applications to regression ⋮ On data depth and distribution-free discriminant analysis using separating surfaces ⋮ Invariant Co-Ordinate Selection ⋮ Depth estimators and tests based on the likelihood principle with application to regression ⋮ Comparing robust generalized variances and comments on efficiency ⋮ Centerpoints and Tverberg's technique ⋮ Jensen's inequality for multivariate medians ⋮ A note on multivariate location and scatter statistics for sparse data sets ⋮ Smooth depth contours characterize the underlying distribution ⋮ Mass volume curves and anomaly ranking ⋮ The limit of finite sample breakdown point of Tukey's halfspace median for general data ⋮ Classification based on depth transvariations ⋮ Robust covariance and scatter matrix estimation under Huber's contamination model ⋮ Depth for curve data and applications ⋮ Comparing medians ⋮ On data depth in infinite dimensional spaces ⋮ Half-space mass: a maximally robust and efficient data depth method ⋮ Finite sample tail behavior of multivariate location estimators ⋮ The catline for deep regression ⋮ Robust bivariate boxplots and multiple outlier detection. ⋮ Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) ⋮ Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties ⋮ Breakdown point of Schuster-Narvarte's location estimator ⋮ Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics ⋮ Halfspace depth and regression depth characterize the empirical distribution ⋮ On a robust and efficient maximum depth estimator ⋮ Asymptotic distributions of the maximal depth estimators for regression and multivariate location ⋮ Permutation tests for multivariate location problems ⋮ High-dimensional computation of the deepest location. ⋮ Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean. ⋮ General notions of statistical depth function. ⋮ Structural properties and convergence results for contours of sample statistical depth functions. ⋮ The Tukey depth characterizes the atomic measure ⋮ Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods ⋮ The deepest regression method ⋮ Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis. ⋮ Computing halfspace depth contours based on the idea of a circular sequence
This page was built for publication: Breakdown properties of location estimates based on halfspace depth and projected outlyingness
