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

Davy Paindaveine, Germain Van Bever

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)335-339
Number of pages5
JournalStatistics and Probability Letters
Volume129
DOIs
Publication statusPublished - 1 Oct 2017
Externally publishedYes

Keywords

  • Dirichlet distribution
  • Halfspace depth
  • Majorization
  • Stochastic ordering
  • α-unimodality

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