Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean

DOI10.3150/bj/1089206404zbMath1053.62021OpenAlexW2000288510MaRDI QIDQ1880898

Jean-Claude Massé

Publication date: 24 September 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1089206404

zbMATH Keywords

Brownian bridgeempirical processTukey depthmultidimensional trimmed mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (28)

The quarter median ⋮ On the limiting distributions of multivariate depth-based rank sum statistics and related tests ⋮ Tukey Depths and Hamilton--Jacobi Differential Equations ⋮ A weighted localization of halfspace depth and its properties ⋮ Multidimensional trimming based on projection depth ⋮ A random walk through Canadian contributions on empirical processes and their applications in probability and statistics ⋮ On smoothness of Tukey depth contours ⋮ Simple halfspace depth ⋮ Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels ⋮ Depth level set estimation and associated risk measures ⋮ Another look at halfspace depth: flag halfspaces with applications ⋮ Uniform convergence rates for the approximated halfspace and projection depth ⋮ Tukey’s Depth for Object Data ⋮ Flexible integrated functional depths ⋮ A note on weak convergence of general halfspace depth trimmed means ⋮ 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 ⋮ Empirical depth processes ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Asymptotics of generalized depth-based spread processes and applications ⋮ Halfspace depth and floating body ⋮ On the Tukey depth of an atomic measure ⋮ Depth weighted scatter estimators ⋮ Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications ⋮ Discussion ⋮ Dirichlet depths for point process

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• On 64%-Majority Rule
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