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Article: Second-order accuracy of depth-based bootstrap confidence regions

TitleSecond-order accuracy of depth-based bootstrap confidence regions
Authors
KeywordsConfidence region
Depth function
Second-order accurate
Issue Date2012
PublisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva
Citation
Journal Of Multivariate Analysis, 2012, v. 105 n. 1, p. 112-123 How to Cite?
AbstractWe consider the problem of setting bootstrap confidence regions for multivariate parameters based on data depth functions. We prove, under mild regularity conditions, that depth-based bootstrap confidence regions are second-order accurate in the sense that their coverage error is of order n -1, given a random sample of size n. The results hold in general for depth functions of types A and D, which cover as special cases the Tukey depth, the majority depth, and the simplicial depth. A simulation study is also provided to investigate empirically the bootstrap confidence regions constructed using these three depth functions. © 2011 Elsevier Inc.
Persistent Identifierhttp://hdl.handle.net/10722/139709
ISSN
2015 Impact Factor: 0.857
2015 SCImago Journal Rankings: 1.458
ISI Accession Number ID
Funding AgencyGrant Number
Research Grants Council of the Hong Kong Special Administrative Region, ChinaHKU 7033106P
HKU 702508P
Funding Information:

The second author's work was supported by grants from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project Nos. HKU 7033106P and HKU 702508P).

References
Grants

 

DC FieldValueLanguage
dc.contributor.authorWei, Ben_HK
dc.contributor.authorLee, SMSen_HK
dc.date.accessioned2011-09-23T05:54:43Z-
dc.date.available2011-09-23T05:54:43Z-
dc.date.issued2012en_HK
dc.identifier.citationJournal Of Multivariate Analysis, 2012, v. 105 n. 1, p. 112-123en_HK
dc.identifier.issn0047-259Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/139709-
dc.description.abstractWe consider the problem of setting bootstrap confidence regions for multivariate parameters based on data depth functions. We prove, under mild regularity conditions, that depth-based bootstrap confidence regions are second-order accurate in the sense that their coverage error is of order n -1, given a random sample of size n. The results hold in general for depth functions of types A and D, which cover as special cases the Tukey depth, the majority depth, and the simplicial depth. A simulation study is also provided to investigate empirically the bootstrap confidence regions constructed using these three depth functions. © 2011 Elsevier Inc.en_HK
dc.languageengen_US
dc.publisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmvaen_HK
dc.relation.ispartofJournal of Multivariate Analysisen_HK
dc.subjectConfidence regionen_HK
dc.subjectDepth functionen_HK
dc.subjectSecond-order accurateen_HK
dc.titleSecond-order accuracy of depth-based bootstrap confidence regionsen_HK
dc.typeArticleen_HK
dc.identifier.emailLee, SMS: smslee@hku.hken_HK
dc.identifier.authorityLee, SMS=rp00726en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jmva.2011.08.016en_HK
dc.identifier.scopuseid_2-s2.0-80053346453en_HK
dc.identifier.hkuros195593en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-80053346453&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume105en_HK
dc.identifier.issue1en_HK
dc.identifier.spage112en_HK
dc.identifier.epage123en_HK
dc.identifier.isiWOS:000299908800008-
dc.publisher.placeUnited Statesen_HK
dc.relation.projectA new class of data depths based on goodness-of-fit tests-
dc.identifier.scopusauthoridWei, B=51864695400en_HK
dc.identifier.scopusauthoridLee, SMS=24280225500en_HK

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