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A note on weak convergence of general halfspace depth trimmed means

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  • Wang, Jin

Abstract

In 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.

Suggested Citation

  • Wang, Jin, 2018. "A note on weak convergence of general halfspace depth trimmed means," Statistics & Probability Letters, Elsevier, vol. 142(C), pages 50-56.
    • Handle: RePEc:eee:stapro:v:142:y:2018:i:c:p:50-56
    DOI: 10.1016/j.spl.2018.07.005
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    References listed on IDEAS

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    1. Nolan, D., 1992. "Asymptotics for multivariate trimming," Stochastic Processes and their Applications, Elsevier, vol. 42(1), pages 157-169, August.
    2. Romanazzi, Mario, 2001. "Influence Function of Halfspace Depth," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 138-161, April.
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    Cited by:

    1. Wang, Jin, 2019. "Asymptotics of generalized depth-based spread processes and applications," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 363-380.

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