TY - JOUR
T1 - A note on weak convergence of general halfspace depth trimmed means
AU - Wang, Jin
N1 - Publisher Copyright:
© 2018 Elsevier B.V.
Copyright:
Copyright 2018 Elsevier B.V., All rights reserved.
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
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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 -