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On the maximal halfspace depth of permutation-invariant distributions on the simplex

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  • Paindaveine, Davy
  • Van Bever, Germain

Abstract

We compute the maximal halfspace depth for a class of permutation-invariant distributions on the probability simplex. The derivations are based on stochastic ordering results that so far were only showed to be relevant for the Behrens–Fisher problem.

Suggested Citation

  • Paindaveine, Davy & Van Bever, Germain, 2017. "On the maximal halfspace depth of permutation-invariant distributions on the simplex," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 335-339.
    • Handle: RePEc:eee:stapro:v:129:y:2017:i:c:p:335-339
    DOI: 10.1016/j.spl.2017.06.019
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    References listed on IDEAS

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    1. Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.
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