Projection-based depth functions and associated medians

DOI10.1214/AOS/1065705115zbMath1046.62056OpenAlexW2115808162MaRDI QIDQ1431435

Publication date: 9 June 2004

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

Full work available at URL: https://doi.org/10.1214/aos/1065705115

zbMATH Keywords

robustness consistency breakdown point relative efficiency depth function multivariate median depth contour projection pursuit method

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

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