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Activity Number: 324
Type: Contributed
Date/Time: Tuesday, August 2, 2016 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract #321000 View Presentation
Title: On a General Halfspace Depth Trimmed Scatter Matrix
Author(s): Jin Wang*
Companies: Northern Arizona University
Keywords: multivariate scatter matrix ; multivariate trimmed method ; influence function ; asymptotic distribution ; robustness ; efficiency

Since multivariate scatter matrices play a central role in multivariate analysis, statisticians never stop pursuing a robust and efficient multivariate scatter matrix. Besides the covariance matrix, many multivariate scatter matrices have been proposed. Here we study a general halfspace depth trimmed scatter matrix and its sample version. The influence function of the halfspace depth trimmed scatter matrix is derived and the asymptotic distribution of its sample version is obtained. Utilizing the asymptotic distribution, we also study the asymptotic efficiency of the sample halfspace depth trimmed scatter matrix.

Authors who are presenting talks have a * after their name.

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