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

DOI10.1016/S0167-7152(00)00073-0zbMath1146.62326MaRDI QIDQ1587710

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

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

Related Items (9)

Asymptotic properties of location estimators based on projection depth ⋮ Halfspace depth for general measures: the ray basis theorem and its consequences ⋮ Depth level set estimation and associated risk measures ⋮ Projection-based depth functions and associated medians ⋮ Concentration of the empirical level sets of Tukey's halfspace depth ⋮ Uniform convergence rates for halfspace depth ⋮ On the performance of bivariate robust location estimators under contamination ⋮ A resistant estimator of multivariate location and dispersion ⋮ Halfspace depth and floating body

Cites Work

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

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