Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean

In a recent paper of He and Wang (1997, Ann. Statist. 25, 495-504), they considered depth contours based on data depth and they proved a uniform contour convergence theorem under some conditions on the depth measure. In this paper we prove n-1/2 rate of convergence of depth contours using empirical process and U-process theory. This result is then applied to get n-1/2 rate of convergence of a multivariate metrically trimmed mean.

MoreLess

Year of publication:	2000
Authors:	Kim, Jeankyung
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 4, p. 393-400
Publisher:	Elsevier
Keywords:	Rates of convergence Depth contours Deepest point Metrically trimmed mean Empirical process U-process

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137832