A note on weak convergence of general halfspace depth trimmed means

被引：1
|
作者：
Wang, Jin [1 ]
机构：
[1] No Arizona Univ, Dept Math & Stat, Flagstaff, AZ 86011 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2018年 / 142卷
关键词：
Halfspace depth; Multivariate trimmed mean; Weak convergence; Multivariate analysis; TUKEY DEPTH; MULTIVARIATE; ASYMPTOTICS;
D O I：
10.1016/j.spl.2018.07.005
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：
In this note, we restudy the general halfspace depth trimmed means and establish the weak convergence of their sample versions, which extends the result of Masse (2009) for dimensions one and two to any dimension. The asymptotic distribution of the Donoho (1982) halfspace depth trimmed mean is obtained as a special case and concretized for elliptically symmetric distributions. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：50 / 56
页数：7
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