Influence functions for a general class of depth-based generalized quantile functions

DOI10.1016/J.JMVA.2005.07.002MaRDI QIDQ2489487zbMATH OpenOpenAlexFDO

Authors Jin Wang, Robert J. Serfling

Publication date 28 April 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.07.002

zbMATH Keywords

RobustnessDispersionKurtosisNonparametric methodsGeneralized quantiles

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• Influence functions of some depth functions, and application to depth-weighted L-statistics
• Influence function of halfspace depth
• General notions of statistical depth function.
• Some extensions of Tukey's depth function

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 5200009 (Why is no real title available?)
• A General Definition of the Lorenz Curve
• Approximation Theorems of Mathematical Statistics
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• General notions of statistical depth function.
• Generalized quantile processes
• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• Influence function of halfspace depth
• Measures of centrality for multivariate and directional distributions
• Measures of multivariate skewness and kurtosis with applications
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Nonparametric multivariate kurtosis and tailweight measures
• On a notion of data depth based on random simplices
• Projection-based depth functions and associated medians
• Robust Statistics
• Structural properties and convergence results for contours of sample statistical depth functions.
• The multivariate L ₁ -median and associated data depth

Cited in

(6)

• Influence function of halfspace depth
• Influence functions of some depth functions, and application to depth-weighted L-statistics
• On the Influence Function of the Quintile Share Ratio
• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• Data depth and correlation
• Asymptotics of generalized depth-based spread processes and applications

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