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On the uniform consistency of the zonoid depth

Author

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  • Cascos, Ignacio
  • López-Díaz, Miguel

Abstract

Under some mild conditions on probability distribution P, if limnPn=P weakly then the sequence of zonoid depth functions with respect to Pn converges uniformly to the zonoid depth function with respect to P.

Suggested Citation

  • Cascos, Ignacio & López-Díaz, Miguel, 2016. "On the uniform consistency of the zonoid depth," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 394-397.
    • Handle: RePEc:eee:jmvana:v:143:y:2016:i:c:p:394-397
    DOI: 10.1016/j.jmva.2015.09.020
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    Cited by:

    1. Ignacio Cascos, 2021. "Simultaneous monitoring of origin and scale in left-bounded processes via depth," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(4), pages 649-673, December.

    More about this item

    Keywords

    Uniform consistency; Zonoid depth;

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