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Consistency of h-mode depth

Publication at Faculty of Mathematics and Physics |
2015

Abstract

In this paper we establish consistency results for the sample h-mode depth in the general case of Banach-valued data. The rate of convergence is provided, which is linked to the rate at which the sample sequence of bandwidths converges to its population version.

The robustness of the h-mode depth, as well as the convergence of the associated modes of the distribution, is also studied. (C) 2015 Elsevier B.V. All rights reserved.