Limit theorems for the simplicial depth

Lutz Dümbgen

Statistics & Probability Letters, 1992, vol. 14, issue 2, 119-128

Abstract: The large sample behavior and a robustness property of the simplicial depth for multivariate data, introduced by R. Liu (1990), are studied. A functional CLT is derived and applied to an L-statistic, which estimates the center of a smooth symmetric distribution on d-dimensional Euclidean space.

Keywords: Simplicial; depth; Vapnik--Cervonenkis; class; empirical; process; robustness; multivariate; L-statistic. (search for similar items in EconPapers)
Date: 1992
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