On the uniform consistency of the zonoid depth

Ignacio Cascos and Miguel López-Díaz

Journal of Multivariate Analysis, 2016, vol. 143, issue C, 394-397

Abstract: Under some mild conditions on probability distribution P, if limnPn=P weakly then the sequence of zonoid depth functions with respect to Pn converges uniformly to the zonoid depth function with respect to P.

Keywords: Uniform consistency; Zonoid depth (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.jmva.2015.09.020

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