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

14 May 2017
D. Paindaveine
Germain Van Bever
ArXiv (abs)PDFHTML
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.

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