Bernoulli · 2004 · 48 citations · 19 references
Mathematical ProgrammingDensity EstimationEngineeringHigh-dimensional MethodGaussian ProcessTukey Depth ProcessTukey Depth-based MultivariateAsymptotic BehaviourAsymptotic NormalityStatistical InferenceProbability TheoryMathematical StatisticMultivariate ApproximationStochastic GeometryEstimation TheoryApproximation TheoryStatisticsSemi-nonparametric Estimation
We describe the asymptotic behaviour of the empirical Tukey depth process. It is seen that the latter may not converge weakly, even though its marginals always do. Closed subsets of the index set where weak convergence does occur are identified and a necessary and a sufficient condition for the asymptotic normality of the marginals is given. As an application, asymptotic normality of a Tukey depth-based multivariate trimmed mean is obtained for smooth distributions.
19
Convergence of Stochastic Processes.
Peter M. Robinson, David Pollard · Economica · 1985 · 2.2K citations
General notions of statistical depth function
Robert Serfling, Yijun Zuo · The Annals of Statistics · 2000 · 828 citations · Full text
On a Notion of Data Depth Based on Random Simplices
Regina Y. Liu · The Annals of Statistics · 1990 · 795 citations · Full text