On the behavior of Tukey's depth and median under symmetric stable distributions
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference14 articles.
1. Projection estimates of location;Adrover;Ann. Statist.,2002
2. The influence function and maximum bias of Tukey's median;Chen;Ann. Statist.,2002
3. Breakdown properties of location estimates based on half-space depth and projected outlyingness;Donoho;Ann. Statist.,1992
4. Robust Statistics: The Approach Based on Influence Functions;Hampel,1986
5. Lower bounds for contamination bias: globally minimax versus locally linear estimation;He;Ann. Statist.,1993
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1. Learning with correntropy-induced losses for regression with mixture of symmetric stable noise;Applied and Computational Harmonic Analysis;2020-03
2. Uniform convergence rates for the approximated halfspace and projection depth;Electronic Journal of Statistics;2020-01-01
3. The Halfspace Depth Characterization Problem;Springer Proceedings in Mathematics & Statistics;2020
4. Halfspace depth does not characterize probability distributions;Statistical Papers;2019-08-02
5. Scatter halfspace depth for K-symmetric distributions;Statistics & Probability Letters;2019-06
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