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

Article ID Journal Published Year Pages File Type
5129748 Statistics & Probability Letters 2017 5 Pages PDF
Abstract

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.

Keywords
MajorizationDirichlet distributionStochastic orderingHalfspace depth
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the maximal halfspace depth of permutation-invariant distributions on the simplex
Authors
Davy Paindaveine, Germain Van Bever,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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Dirichlet distribution
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