Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis
Author:
Affiliation:
1. Telecom Paris, LTCI, Institut Polytechnique de Paris, 19 place Marguerite Perey, Palaiseau, 91120, France
2. LTCI, Télécom Paris, Institut Polytechnique de Paris, 19 place Marguerite Perey, Palaiseau, 91120, France
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference59 articles.
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3. Pearson, K. (1901). On Lines and Planes of Closest Fit to Systems of Points in Space. Philosophical Magazine 2 559–572.
4. CHAUDHURI, P. (1996). On a geometric notion of quantiles for multivariate data. Journal of the American Statistical Association 91 862–872.
5. YU, Y., WANG, T. and SAMWORTH, R. J. (2014). A useful variant of the Davis–Kahan theorem for statisticians. Biometrika 102 315–323.
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