On the behavior of Tukey's depth and median under symmetric stable distributions

Author:

Chen Zhiqiang,Tyler David E.

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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