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20232026
most citedExtremal behaviour and convergence rates for sample--based geometric quantiles and half space depths

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math.ST2025

Discriminating Tail Behavior Using Halfspace Depths: Population and Empirical Perspectives

Sibsankar Singha, Marie Kratz, Sreekar Vadlamani

We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding unde…