Limit theorems for the simplicial depth
Let \(X_ 1,X_ 2,\dots,X_{d+1}\) be independent random vectors in \(\mathbb{R}^ d\) with common distribution \(F\) and let \(\text{ch}^ 0(y_ 1,y_ 2,y_ 3,\dots)\) denote the interior of the convex hull of \(y_ 1,y_ 2,y_ 3,\dots\) \textit{R. Y. Liu} [Ann. Stat. 18, No. 1, 405-414 (1990; Zbl 0701.62063)] has introduced the notion of the simplicial depth of a point \(z\in\mathbb{R}^ d\) with respect to \(F\), \[ D(z,F)=P(z\in\text{ch}^ 0(X_ 1,X_ 2,X_ 3,\dots)). \] It is shown that, if \(F(H)=0\) for arbitrary hyperplanes \(H\subset\mathbb{R}^ d\) and \(F^*\) is any other distribution on \(\mathbb{R}^ d\), then \(D(\cdot,F^*)\) tends uniformly to \(D(\cdot,F)\) whenever \(F^*\) converges weakly to \(F\). A central limit theorem for \(\sqrt{n}(D(\cdot,\hat F_ n)-D(\cdot,F))\) is also established, where \(\hat F_ n\) is the empirical distribution. This result is applied to derive the asymptotic normality of multivariate \(L\)-statistic.
- Distribution-free tests for polynomial regression based on simplicial depth
- Data depth, random simplices and multivariate dispersion
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- On Liu's simplicial depth and Randles' interdirections
- A note on weak convergence of general halfspace depth trimmed means
- Asymptotics of generalized depth-based spread processes and applications
- Depth weighted scatter estimators
- General notions of statistical depth function.
- Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- Halfspace depth and floating body
- A note on simplicial depth function
- Choosing among notions of multivariate depth statistics
- K-sign depth: from asymptotics to efficient implementation
- Nonparametrically consistent depth-based classifiers
- Simplified simplicial depth for regression and autoregressive growth processes
- Depth level set estimation and associated risk measures
- From Depth to Local Depth: A Focus on Centrality
- Integrated depth for functional data: statistical properties and consistency
- Asymptotic properties of sample versions of type A statistical depth functions
- Asymptotics of stationary points of local simplicial depth in the univariate case
- Influence functions of some depth functions, and application to depth-weighted L-statistics
- On a notion of simplicial depth
- Quantile functions for multivariate analysis: approaches and applications
- DD-classifier: nonparametric classification procedure based on DD-plot
- Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
- Uniform convergence rates for halfspace depth
- Depth estimators and tests based on the likelihood principle with application to regression
- Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
- Simple powerful robust tests based on sign depth
- Limit theorems for a class of processes generalizing the U -empirical process
- Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
- Strong limit theorems for empirical halfspace depth trimmed regions
- Multidimensional trimming based on projection depth
- On the uniform consistency of the zonoid depth
- On a notion of data depth based on random simplices
- Multivariate trimmed means based on the Tukey depth
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