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

被引：1

作者：

Paindaveine, Davy ^{[1
]}

Van Bever, Germain

机构：

[1] Univ Libre Bruxelles, ECARES, CP 114-04,50 Ave FD Roosevelt, B-1050 Brussels, Belgium

来源：

STATISTICS & PROBABILITY LETTERS | 2017年 / 129卷

关键词：

alpha-unimodality; Dirichlet distribution; Halfspace depth; Majorization; Stochastic ordering; RANDOM QUOTIENTS;

D O I：

10.1016/j.spl.2017.06.019

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：335 / 339

页数：5

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