Data depth trimming counterpart of the classical t (or T^2) procedure
Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure
Summary: The classical \(t\) (or \(T^2\) in high dimensions) inference procedure for unknown mean \(\mu: \overline X\pm t_\alpha(n-1) S_n/\sqrt n\) (or \(\{\mu: n(\overline x-\mu)'S^{-1}(\overline x-\mu)\leq \chi_{1-\alpha}^2(p)\})\) is so fundamental in statistics and so prevailing in practices; it is regarded as an optimal procedure in the mind of many practitioners. In this manuscript we present a new procedure based on data depth trimming and bootstrapping that can outperform the classical (or in high dimensions) confidence interval (or region) procedure.
- Multivariate trimmed means based on the Tukey depth
- Trimmed \(\tilde T^2\): A robust analog of Hotelling's \(T^2\)
- Better nonparametric confidence intervals for the mean of a symmetric distribution
- On some data oriented robust estimation procedures for means
- Multidimensional trimming based on projection depth
- A High Dimensional Two Sample Significance Test
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location
- Asymptotic properties of the remedian
- Convergence of stochastic processes
- Coverage probabilities of bootstrap-confidence intervals for quantiles
- Exact computation of bivariate projection depth and the Stahel-Donoho estimator
- General notions of statistical depth function.
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Multidimensional trimming based on projection depth
- On a notion of data depth based on random simplices
- Projection-based depth functions and associated medians
- Robustness of weighted \(L^p\)-depth and \(L^p\)-median
- Theoretical comparison of bootstrap confidence intervals
- Trimmed and Winsorized means based on a scaled deviation
- Weak convergence and empirical processes. With applications to statistics
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