Balanced Confidence Regions Based on Tukey’s Depth and the Bootstrap
基于图基深度与自助法的平衡置信区域
Summary We propose and study the bootstrap confidence regions for multivariate parameters based on Tukey’s depth. The bootstrap is based on the normalized or Studentized statistic formed from an independent and identically distributed random sample obtained from some unknown distribution in R q. The bootstrap points are deleted on the basis of Tukey’s depth until the desired confidence level is reached. The proposed confidence regions are shown to be second order balanced in…