Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.

DOI10.1016/S0167-7152(00)00073-0MaRDI QIDQ1587710zbMATH OpenFDO

Authors Jeankyung Kim

Publication date 3 December 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

empirical processesU-processesdeepest point

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Convergence of depth contours for multivariate datasets
• Empirical depth processes
• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• A note on weak convergence of general halfspace depth trimmed means
• Multivariate trimmed means based on the Tukey depth

Cites work

• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Asymptotics for multivariate trimming
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Convergence of depth contours for multivariate datasets
• Descriptive statistics for multivariate distributions
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• Limit theorems for \(U\)-processes
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• On a notion of data depth based on random simplices
• On min-max majority and deepest points
• The metrically trimmed mean as a robust estimator of location
• Weak convergence and empirical processes. With applications to statistics

Cited in

(12)

• On the performance of bivariate robust location estimators under contamination
• Projection-based depth functions and associated medians
• Asymptotic properties of location estimators based on projection depth
• Concentration of the empirical level sets of Tukey's halfspace depth
• Depth level set estimation and associated risk measures
• Structural properties and convergence results for contours of sample statistical depth functions.
• Convergence of depth contours for multivariate datasets
• A resistant estimator of multivariate location and dispersion
• Uniform convergence rates for halfspace depth
• Halfspace depth for general measures: the ray basis theorem and its consequences
• Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods
• Halfspace depth and floating body

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