The influence function and maximum bias of Tukey's median

DOI10.1214/aos/1043351255zbMath1015.62058OpenAlexW2026563243MaRDI QIDQ1873616

Yanyan Li

Publication date: 10 August 2003

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

Full work available at URL: https://doi.org/10.1214/aos/1043351255

zbMATH Keywords

robustnesshalfspace depthinfluence functionmultivariate mediangross error sensitivitycontamination sensitivityhalfspace mediancontaminaton biasTukey's depth

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (14)

Projection estimates of multivariate location ⋮ Finite sample breakdown point of Tukey's halfspace median ⋮ Influence function and maximum bias of projection depth based estimators. ⋮ Robustness and asymptotics of the projection median ⋮ Non-asymptotic robustness analysis of regression depth median ⋮ On the behavior of Tukey's depth and median under symmetric stable distributions. ⋮ On the Tukey depth of a continuous probability distribution ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Halfspace depth and floating body ⋮ Depth weighted scatter estimators ⋮ The limit of finite sample breakdown point of Tukey's halfspace median for general data ⋮ Multivariate Functional Halfspace Depth ⋮ Robustness of the deepest projection regression functional ⋮ Generalized resilience and robust statistics

Cites Work

• Min-max bias robust regression
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• Robust m-estimators of multivariate location and scatter
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Constrained \(M\)-estimation for multivariate location and scatter
• General notions of statistical depth function.
• Projection estimates of multivariate location
• Robustness of the half-space median
• On min-max majority and deepest points
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Measures of centrality for multivariate and directional distributions
• A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
• Robust Statistics
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