Hyemin Yeon

Dimension-invariant uniform consistency of the empirical spatial distribution function and its associated spatial depth estimator

Felix Gnettner, Hyemin Yeon, Piotr Kokoszka

We provide a proof that the empirical spatial distribution estimator in $\mathbb R^d$ as well as the corresponding plug-in estimator of the spatial depth are uniformly $L^1$-consistent. The consistency rate only depends on the sample size $n$, not on the dimension $d$ or any tuni…Read more