Scatter halfspace depth for K-symmetric distributions

被引：1
|
作者：
Nagy, Stanislav [1 ]
机构：
[1] Charles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, Sokolovska 83, Prague 18675 8, Czech Republic
来源：
STATISTICS & PROBABILITY LETTERS | 2019年 / 149卷
关键词：
Matrix norms; Robustness; Scatter halfspace depth; Scatter matrices; Statistical depth; COVARIANCE;
D O I：
10.1016/j.spl.2019.02.006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We provide exact expressions for the scatter halfspace depth of a rich class of symmetric multivariate distributions, and discuss their properties. As special cases, we recover some results of Chen et al. (2018) and Paindaveine and Van Bever (2018), using simpler proof techniques. (C) 2019 Elsevier B.V. All rights reserved.
引用
收藏
页码：171 / 177
页数：7
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