A Note on Weak Convergence of General Halfspace Depth Trimmed Means

Publication date: Available online 11 July 2018Source: Statistics & Probability LettersAuthor(s): Jin WangAbstractIn 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.

Source: Statistics and Probability Letters - July 12, 2018 Category: Statistics Source Type: research