Concentration of the empirical level sets of Tukey’s halfspace depth
Abstract Tukey’s halfspace depth has attracted much interest in data analysis, because it is a natural way of measuring the notion of depth relative to a cloud of points or, more generally, to a probability measure. Given an i.i.d. sample, we investigate the concentration of upper lev...
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| Format: | Article |
| Language: | English |
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Springer Berlin Heidelberg
2021
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| Online Access: | https://hdl.handle.net/1721.1/131425 |