Asymptotics of generalized depth-based spread processes and applications

Jin Wang

Journal of Multivariate Analysis, 2019, vol. 169, issue C, 363-380

Abstract: In this paper, we study the asymptotic behavior of generalized depth-based spread processes, which include the scale curve of Liu et al. (1999) as a special case. Both uniform strong and weak convergences of the generalized depth-based spread processes are established. As applications, we obtain the asymptotic distributions of some nonparametric multivariate kurtosis measures. Applications to compare spread and kurtosis of two multivariate data sets, and to assess multivariate normality, are also discussed.

Keywords: Asymptotics; Depth function; Generalized spread process; Multivariate kurtosis; Multivariate normality; Nonparametric method; Scale curve (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2018.09.012

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