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Keywords:
data depth; nonparametric multivariate analysis; strong consistency of depth; mixture of distributions
data depth; nonparametric multivariate analysis; strong consistency of depth; mixture of distributions
Summary:
Generalised halfspace depth function is proposed. Basic properties of this depth function including the strong consistency are studied. We show, on several examples that our depth function may be considered to be more appropriate for nonsymetric distributions or for mixtures of distributions.
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