Scatter halfspace depth for K-symmetric distributions

Abstract

We provide exact expressions for the scatter halfspace depth of a rich class of symmetric multivariate distributions, and discuss their properties. As special cases, we recover some results of Chen et al. (2018) and Paindaveine and Van Bever (2018), using simpler proof techniques. (C) 2019 Elsevier B.V.

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Keywords

• Matrix norms
• Robustness
• Scatter halfspace depth
• Scatter matrices
• Statistical depth