A note on weak convergence of general halfspace depth trimmed means

Jin Wang

doi:10.1016/j.spl.2018.07.005

A note on weak convergence of general halfspace depth trimmed means

Jin Wang

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

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 Massé (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.

Original language	English (US)
Pages (from-to)	50-56
Number of pages	7
Journal	Statistics and Probability Letters
Volume	142
DOIs	https://doi.org/10.1016/j.spl.2018.07.005
State	Published - Nov 2018

Keywords

Halfspace depth
Multivariate analysis
Multivariate trimmed mean
Weak convergence

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1016/j.spl.2018.07.005

Cite this

@article{d77a0ef0f1864797b7327d39196d94c3,

title = "A note on weak convergence of general halfspace depth trimmed means",

abstract = "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 Mass{\'e} (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.",

keywords = "Halfspace depth, Multivariate analysis, Multivariate trimmed mean, Weak convergence",

author = "Jin Wang",

note = "Publisher Copyright: {\textcopyright} 2018 Elsevier B.V.",

year = "2018",

month = nov,

doi = "10.1016/j.spl.2018.07.005",

language = "English (US)",

volume = "142",

pages = "50--56",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}

TY - JOUR

T1 - A note on weak convergence of general halfspace depth trimmed means

AU - Wang, Jin

PY - 2018/11

Y1 - 2018/11

N2 - 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 Massé (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.

AB - 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 Massé (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.

KW - Halfspace depth

KW - Multivariate analysis

KW - Multivariate trimmed mean

KW - Weak convergence

UR - http://www.scopus.com/inward/record.url?scp=85050264781&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85050264781&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2018.07.005

DO - 10.1016/j.spl.2018.07.005

M3 - Article

AN - SCOPUS:85050264781

SN - 0167-7152

VL - 142

SP - 50

EP - 56

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

A note on weak convergence of general halfspace depth trimmed means

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this