Scatter halfspace depth for K-symmetric distributions

Stanislav Nagy

Statistics & Probability Letters, 2019, vol. 149, issue C, 171-177

Abstract: We provide exact expressions for the scatter halfspace depth of a rich class of symmetric multivariate distributions, and discuss their properties. As special cases, we recover some results of Chen et al. (2018) and Paindaveine and Van Bever (2018), using simpler proof techniques.

Keywords: Matrix norms; Robustness; Scatter halfspace depth; Scatter matrices; Statistical depth (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.02.006

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