Data depth based on spatial rank

Yonghong Gao

Statistics & Probability Letters, 2003, vol. 65, issue 3, 217-225

Abstract: A new notion of data depth based on spatial rank is introduced. We show the proposed depth function satisfies some properties one would expect from a notion of data depth. The large sample properties of sample data depth are studied. We look at the depth based L-estimator of the population mean and the simulation study shows that our DL-estimator has good finite sample efficiency. A numerical example is also given.

Keywords: Asymptotic; distribution; Depth; Efficiency; L-estimator; Spatial; rank; Symmetry (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (4)

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