Convergence of depth contours for multivariate datasets

DOI10.1214/AOS/1031833661zbMath0873.62053OpenAlexW2035541935MaRDI QIDQ1359410

Xuming He, Gang Wang

Publication date: 4 November 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031833661

zbMATH Keywords

robustness\(M\)-estimatordata depthdepth contourselliptic distributionsgeneralized medianscontour constructionsdata orderinglocation-scattermultivariate datasetuniform contour convergence theorem

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (40)

On depth and deep points: A calculus. ⋮ On the Stahel-Donoho estimator and depth-weighted means of multivariate data. ⋮ Halfspace depth for general measures: the ray basis theorem and its consequences ⋮ A simulation study of the finite-sample performance of the sample scale curve as an estimator of its population counterpart ⋮ Integrated depth for functional data: statistical properties and consistency ⋮ Depth level set estimation and associated risk measures ⋮ On robust classification using projection depth ⋮ A note on the regularity of optimal-transport-based center-outward distribution and quantile functions ⋮ Characterizing angular symmetry and regression symmetry. ⋮ Projection-based depth functions and associated medians ⋮ Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions ⋮ Consistency of non-integrated depths for functional data ⋮ Multivariate functional outlier detection ⋮ Concentration of the empirical level sets of Tukey's halfspace depth ⋮ Uniform convergence rates for halfspace depth ⋮ On the performance of bivariate robust location estimators under contamination ⋮ Asymptotics of generalized depth-based spread processes and applications ⋮ Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions ⋮ Halfspace depth and floating body ⋮ Some extensions of Tukey's depth function ⋮ Influence function of halfspace depth ⋮ On data depth and distribution-free discriminant analysis using separating surfaces ⋮ A note on multivariate \(M\)-quantiles ⋮ Smooth depth contours characterize the underlying distribution ⋮ Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach ⋮ On data depth in infinite dimensional spaces ⋮ On Maximum Depth and Related Classifiers ⋮ Finite sample tail behavior of multivariate location estimators ⋮ The catline for deep regression ⋮ Depth-based inference for functional data ⋮ Second-order accuracy of depth-based bootstrap confidence regions ⋮ Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) ⋮ Quantile functions for multivariate analysis: approaches and applications ⋮ Halfspace depth and regression depth characterize the empirical distribution ⋮ 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. ⋮ From Depth to Local Depth: A Focus on Centrality ⋮ Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods ⋮ Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.

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