Data depth based on spatial rank
Review articleOpen access
2003/11/15 Short communication DOI: 10.1016/j.spl.2003.06.003
Journal: Statistics & Probability Letters
AbstractA new notion of data depth based on spatial rank is introduced. We show the proposed depth function satisfies some properties one would expect from a notion of data depth. The large sample properties of sample data depth are studied. We look at the depth based L-estimator of the population mean and the simulation study shows that our DL-estimator has good finite sample efficiency. A numerical example is also given.
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