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Suppose that U=(U1,…,Ud) has a Uniform([0,1]d) distribution, that Y=(Y1,…,Yd) has the distribution G on R+d, and let X=(X1,…,Xd)=(U1Y1,…,UdYd). The resulting class of distributions of X (as G varies over all distributions on R+d) is called the Scale Mixture of Uniforms class of...
Persistent link: https://www.econbiz.de/10011041983
Nonparametric notions of multivariate "scatter measure" and "more scattered," based on statistical depth functions, are … the multivariate case. Scatter measures are also discussed, with emphasis on those based on the halfspace depth. Basic …-based notions as well, in both the univariate and the multivariate cases. Further, some properties unique to the depth-based notions …
Persistent link: https://www.econbiz.de/10005221574