Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean

Jeankyung Kim

Statistics & Probability Letters, 2000, vol. 49, issue 4, 393-400

Abstract: In a recent paper of He and Wang (1997, Ann. Statist. 25, 495-504), they considered depth contours based on data depth and they proved a uniform contour convergence theorem under some conditions on the depth measure. In this paper we prove n-1/2 rate of convergence of depth contours using empirical process and U-process theory. This result is then applied to get n-1/2 rate of convergence of a multivariate metrically trimmed mean.

Keywords: Rates; of; convergence; Depth; contours; Deepest; point; Metrically; trimmed; mean; Empirical; process; U-process (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (5)

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