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
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
收藏
页码:335 / 339
页数:5
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