Structural properties and convergence results for contours of sample statistical depth functions.

DOI10.1214/aos/1016218227zbMath1105.62343OpenAlexW1965066852MaRDI QIDQ1848785

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1016218227

zbMATH Keywords

halfspace depth elliptical distributions almost sure convergence depth contours sample depth contours Statistical depth functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

On maximum depth classifiers: depth distribution approach, New Nonparametric Tests for Comparing Multivariate Scales Using Data Depth, On the Stahel-Donoho estimator and depth-weighted means of multivariate data., Employing the MCMC technique to compute the projection depth in high dimensions, Unnamed Item, Affine-invariant classifier of extrapolation depth on the basis of a multilevel smoothing structure, Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth, Halfspace depth for general measures: the ray basis theorem and its consequences, Depth-based classification method underlain by a remote concentration measure for processing asymmetric data, Convergence of quantile and depth regions, Robust estimators and tests for bivariate copulas based on likelihood depth, Robust estimating equation based on statistical depth, Some multivariate goodness of fit tests based on data depth, On a scale-scale plot for comparing multivariate distributions, Stahel-Donoho kernel estimation for fixed design nonparametric regression models, A new approach for the computation of halfspace depth in high dimensions, Simulated annealing for higher dimensional projection depth, Limit Theorems for Quantile and Depth Regions for Stochastic Processes, Depth level set estimation and associated risk measures, Trimmed regions induced by parameters of a probability, Weighted-mean regions of a probability distribution, Exact computation of bivariate projection depth and the Stahel-Donoho estimator, On robust classification using projection depth, Analytical and statistical properties of local depth functions motivated by clustering applications, Weighted-mean trimming of multivariate data, Centrality as a gradual notion: a new bridge between fuzzy sets and statistics, An Extended Projection Data Depth and Its Applications to Discrimination, Consistency and robustness of tests and estimators based on depth, Nonparametric depth and quantile regression for functional data, New robust tests for the parameters of the Weibull distribution for complete and censored data, Depth functions as measures of representativeness, On the behavior of Tukey's depth and median under symmetric stable distributions., Projection-based depth functions and associated medians, Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions, Nonparametric Imputation by Data Depth, Multivariate functional outlier detection, Depth-based runs tests for bivariate central symmetry, Concentration of the empirical level sets of Tukey's halfspace depth, Uniform convergence rates for halfspace depth, Asymptotics of generalized depth-based spread processes and applications, Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions, Computing zonoid trimmed regions of dimension \(d>2\), Halfspace depth and floating body, The expected convex hull trimmed regions of a sample, On data depth and distribution-free discriminant analysis using separating surfaces, Detecting a structural change in functional time series using local Wilcoxon statistic, Influence functions for a general class of depth-based generalized quantile functions, Depth estimators and tests based on the likelihood principle with application to regression, Tests for multiple regression based on simplicial depth, Affine invariant depth-based tests for the multivariate one-sample location problem, Depth weighted scatter estimators, New nonparametric tests of multivariate locations and scales using data depth, Influence functions of some depth functions, and application to depth-weighted L-statistics, Smooth depth contours characterize the underlying distribution, Distribution-free tests for polynomial regression based on simplicial depth, Multivariate risks and depth-trimmed regions, Dirichlet depths for point process, On Maximum Depth and Related Classifiers, Finite sample tail behavior of multivariate location estimators, Depth-based inference for functional data, Multivariate Functional Halfspace Depth, A variable selection procedure for depth measures, Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2, Second-order accuracy of depth-based bootstrap confidence regions, Adaptive exponential power depth with application to classification, Robust multivariate estimation based on statistical depth filters, Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms, A new type of multivariate records: depth-based records, From Depth to Local Depth: A Focus on Centrality, Robust depth-weighted wavelet for nonparametric regression models, Integral trimmed regions, Nonparametrically consistent depth-based classifiers, Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis., Simplified simplicial depth for regression and autoregressive growth processes

Uses Software

AS 307

Cites Work