Uniform convergence rates for halfspace depth

DOI10.1016/J.SPL.2017.01.002MaRDI QIDQ512790zbMATH OpenOpenAlexFDO

Authors Michael A. Burr, Robert J. Fabrizio

Publication date 28 February 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2017.01.002

zbMATH Keywords

convergencedata depthGlivenko-Cantellihalfspace depthVapnik-Červonenkis

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Uniform convergence rates for the approximated halfspace and projection depth
• Influence function of halfspace depth
• Empirical depth processes
• General notions of statistical depth function.
• Concentration of the empirical level sets of Tukey's halfspace depth

Cites work

• A Bivariate Sign Test
• A Remark on Stirling's Formula
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• Asymptotics of graphical projection pursuit
• Balls in \(\mathbb{R}^k\) do not cut all subsets of \(k+2\) points
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Combinatorial methods in density estimation
• Convergence of depth contours for multivariate datasets
• Elliptically Symmetric Distributions: A Review and Bibliography
• Exact computation of the halfspace depth
• General notions of statistical depth function.
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• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 2209717 (Why is no real title available?)
• Limit theorems for the simplicial depth
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Quantitative asymptotics of graphical projection pursuit
• Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
• Structural properties and convergence results for contours of sample statistical depth functions.
• Upper and lower class sequences for minimal uniform spacings

Cited in

(9)

• A note on weak convergence of general halfspace depth trimmed means
• Concentration of the empirical level sets of Tukey's halfspace depth
• Halfspace depth and floating body
• Uniform convergence rates for the approximated halfspace and projection depth
• Empirical depth processes
• Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis
• Half-region depth for stochastic processes
• Consistency of \(h\)-mode depth
• On the uniform consistency of the zonoid depth

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