Uniform convergence rates for the approximated halfspace and projection depth

DOI10.1214/20-EJS1759zbMath1460.62060arXiv1910.05956WikidataQ115981459 ScholiaQ115981459MaRDI QIDQ2209837

Stanislav Nagy, Pavlo Mozharovskyi, Rainer Dyckerhoff

Publication date: 5 November 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.05956

zbMATH Keywords

uniform convergenceapproximationdata analysishigh dimensional datadata depthhalf-space depthprojection depth

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Multidimensional problems (41A63) Approximation with constraints (41A29) Rate of convergence, degree of approximation (41A25)

Related Items (5)

Approximate computation of projection depths ⋮ Choosing among notions of multivariate depth statistics ⋮ Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis ⋮ Uniform convergence rates for the approximated halfspace and projection depth ⋮ Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types

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