Abstract Details
Activity Number:
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692
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Type:
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Contributed
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Date/Time:
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Thursday, August 13, 2015 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract #316427
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View Presentation
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Title:
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Influence Functions of Halfspace Depth-Based Trimmed Mean and Covariance Matrix
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Author(s):
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Jin Wang*
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Companies:
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Northern Arizona University
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Keywords:
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influence function ;
robustness ;
asymptotic distribution ;
depth function ;
multivariate analysis
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Abstract:
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Although the well-known halfspace depth-based trimmed mean has appeared in the literature for a long time, some issues such as its influence function and asymptotic distribution are still kept open. Investigation on the halfspace depth-based trimmed covariance matrix has not been made yet. Here we derive the influence functions of the halfspace depth-based trimmed mean and covariance matrix. Both influence functions are bounded. The asymptotic distributions of the sample trimmed mean and covariance matrix are obtained via the influence functions.
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Authors who are presenting talks have a * after their name.
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