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Data depth provides a natural means to rank multivariate vectors with respect to an underlying multivariate distribution. Most existing depth functions emphasize a centre-outward ordering of data points, which may not provide a useful geometric representation of certain distributional features, such as multimodality, of concern to some statistical applications. Such inadequacy motivates us to develop...
Summary. We consider the general problem of constructing confidence regions for, possibly multi‐dimensional, parameters when we have available more than one approach for the construction. These approaches may be motivated by different model assumptions, different levels of approximation, different settings of tuning parameters or different Monte Carlo algorithms. Their effectiveness is often governed...
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