Concentration of the empirical level sets of Tukey's halfspace depth
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Publication:1740596
DOI10.1007/S00440-018-0850-0zbMATH Open1416.62285arXiv1605.09456OpenAlexW2962874599MaRDI QIDQ1740596FDOQ1740596
Publication date: 30 April 2019
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: Tukey depth, aka halfspace depth, has attracted much interest in data analysis, because it is a natural way of measuring the notion of depth relative to a cloud of points or, more generally, to a probability measure. Given an i.i.d. sample, we investigate the concentration of upper level sets of the Tukey depth relative to that sample around their population version. We also study the concentration of the upper level sets of a discretized version of Tukey depth.
Full work available at URL: https://arxiv.org/abs/1605.09456
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Cited In (11)
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