On the behavior of Tukey's depth and median under symmetric stable distributions.

DOI10.1016/j.jspi.2003.06.017zbMath1040.62038MaRDI QIDQ1429880

D. Massart

Publication date: 27 May 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.06.017

zbMATH Keywords

Robustness; Influence function; Tukey's median; Minimax bias; Gross error sensitivity; Multivariate median; Contamination bias; Halfspace depth; Halfspace median

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62H05: Characterization and structure theory for multivariate probability distributions; copulas