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Scatter halfspace depth for K-symmetric distributions

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  • Nagy, Stanislav

Abstract

We provide exact expressions for the scatter halfspace depth of a rich class of symmetric multivariate distributions, and discuss their properties. As special cases, we recover some results of Chen et al. (2018) and Paindaveine and Van Bever (2018), using simpler proof techniques.

Suggested Citation

  • Nagy, Stanislav, 2019. "Scatter halfspace depth for K-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 171-177.
    • Handle: RePEc:eee:stapro:v:149:y:2019:i:c:p:171-177
    DOI: 10.1016/j.spl.2019.02.006
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    References listed on IDEAS

    as
    1. Masse, J. C. & Theodorescu, R., 1994. "Halfplane Trimming for Bivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 48(2), pages 188-202, February.
    2. Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
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