Influence functions of some depth functions, and application to depth-weighted L-statistics

DOI10.1080/10485250802447981MaRDI QIDQ3603646zbMATH OpenOpenAlexFDO

Authors Xin Dang, Weihua Zhou, Robert J. Serfling

Publication date 18 February 2009

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250802447981

zbMATH Keywords

depth functioninfluence functionL-statisticrelative efficiencyrobustnessU-statistic

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric inference (62G99) Multivariate analysis (62H99)

Recommendations

• Influence functions for a general class of depth-based generalized quantile functions
• Robustness of weighted \(L^p\)-depth and \(L^p\)-median
• Influence function of halfspace depth
• General notions of statistical depth function.
• A note on simplicial depth function

Cites work

• \(M\)-estimation, convexity and quantiles
• Approximation Theorems of Mathematical Statistics
• Data depth based on spatial rank.
• General notions of statistical depth function.
• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Influence function and maximum bias of projection depth based estimators.
• Influence function of halfspace depth
• Influence functions for a general class of depth-based generalized quantile functions
• Limit theorems for \(U\)-processes
• Limit theorems for the simplicial depth
• Nonparametric multivariate descriptive measures based on spatial quantiles
• On a Geometric Notion of Quantiles for Multivariate Data
• On a notion of data depth based on random simplices
• On a notion of simplicial depth
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Projection-based depth functions and associated medians
• Some extensions of Tukey's depth function
• Structural properties and convergence results for contours of sample statistical depth functions.
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• The Influence Curve and Its Role in Robust Estimation
• The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
• The multivariate L ₁ -median and associated data depth

Cited in

(6)

• Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations
• Robustness of weighted \(L^p\)-depth and \(L^p\)-median
• Influence functions for a general class of depth-based generalized quantile functions
• Robustness and asymptotics of the projection median
• On the use of \(L\)-functionals in regression models
• Probabilistic forecast aggregation with statistical depth

This page was built for publication: Influence functions of some depth functions, and application to depth-weighted L-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3603646)