Concentration of the empirical level sets of Tukey's halfspace depth
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Publication:1740596
DOI10.1007/s00440-018-0850-0zbMath1416.62285arXiv1605.09456OpenAlexW2962874599MaRDI QIDQ1740596
Publication date: 30 April 2019
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.09456
Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear programming (90C05) Semi-infinite programming (90C34)
Related Items (9)
Convex bodies generated by sublinear expectations of random vectors ⋮ Halfspace depth for general measures: the ray basis theorem and its consequences ⋮ Illumination Depth ⋮ Level sets of depth measures in abstract spaces ⋮ Confidence regions and minimax rates in outlier-robust estimation on the probability simplex ⋮ Depth level set estimation and associated risk measures ⋮ Halfspace depth and floating body ⋮ Estimation of convex supports from noisy measurements ⋮ Affine invariant maps for log-concave functions
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