English

Strong limit theorems for empirical halfspace depth trimmed regions

Probability 2024-03-15 v2 Metric Geometry Statistics Theory Statistics Theory

Abstract

We study empirical variants of the halfspace (Tukey) depth of a probability measure μ\mu, which are obtained by replacing μ\mu with the corresponding weighted empirical measure. We prove analogues of the Marcinkiewicz--Zygmund strong law of large numbers and of the law of the iterated logarithm in terms of set inclusions and for the Hausdorff distance between the theoretical and empirical variants of depth trimmed regions. In the special case of μ\mu being the uniform distribution on a convex body KK, the depth trimmed regions are convex floating bodies of KK, and we obtain strong limit theorems for their empirical estimators.

Keywords

Cite

@article{arxiv.2308.11393,
  title  = {Strong limit theorems for empirical halfspace depth trimmed regions},
  author = {Andrii Ilienko and Ilya Molchanov and Riccardo Turin},
  journal= {arXiv preprint arXiv:2308.11393},
  year   = {2024}
}

Comments

25 pages

R2 v1 2026-06-28T12:01:25.887Z