Tukey Depths and Hamilton--Jacobi Differential Equations

DOI10.1137/21M1411998zbMath1490.35478arXiv2104.01648OpenAlexW3144903544WikidataQ115246859 ScholiaQ115246859MaRDI QIDQ5075722

M. Molina-Fructuoso, Ryan W. Murray

Publication date: 11 May 2022

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.01648

zbMATH Keywords

Hamilton-Jacobi equationsrobust statisticsviscosity solutionsstatistical depths

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Combinatorial probability (60C05) Hamilton-Jacobi equations (35F21) PDEs in connection with statistics (35Q62)

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