A note on weak convergence of general halfspace depth trimmed means

DOI10.1016/j.spl.2018.07.005zbMath1407.62179OpenAlexW2845564275WikidataQ129564460 ScholiaQ129564460MaRDI QIDQ1726704

Jin Wang

Publication date: 20 February 2019

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

Full work available at URL: https://doi.org/10.1016/j.spl.2018.07.005

zbMATH Keywords

weak convergencehalfspace depthmultivariate analysismultivariate trimmed mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Asymptotics of generalized depth-based spread processes and applications

Cites Work

• Unnamed Item
• Multidimensional trimming based on projection depth
• Multivariate trimmed means based on the Tukey depth
• Asymptotics for multivariate trimming
• Limit theorems for the simplicial depth
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• 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.
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Convergence of stochastic processes
• Influence function of halfspace depth
• The depth function of a population distribution.

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