A note on weak convergence of general halfspace depth trimmed means

Jin Wang

Statistics & Probability Letters, 2018, vol. 142, issue C, 50-56

Abstract: 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.

Keywords: Halfspace depth; Multivariate trimmed mean; Weak convergence; Multivariate analysis (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.07.005

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