Multidimensional trimming based on projection depth

As estimators of location parameters, univariate trimmed means are well known for their robustness and efficiency. They can serve as robust alternatives to the sample mean while possessing high efficiencies at normal as well as heavy-tailed models. This paper introduces multidimensional trimmed means based on projection depth induced regions. Robustness of these depth trimmed means is investigated in terms of the influence function and finite sample breakdown point. The influence function captures the local robustness whereas the breakdown point measures the global robustness of estimators. It is found that the projection depth trimmed means are highly robust locally as well as globally. Asymptotics of the depth trimmed means are investigated via those of the directional radius of the depth induced regions. The strong consistency, asymptotic representation and limiting distribution of the depth trimmed means are obtained. Relative to the mean and other leading competitors, the depth trimmed means are highly efficient at normal or symmetric models and overwhelmingly more efficient when these models are contaminated. Simulation studies confirm the validity of the asymptotic efficiency results at finite samples.Comment: Published at http://dx.doi.org/10.1214/009053606000000713 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Solutions modulo pp of Gauss-Manin differential equations for multidimensional hypergeometric integrals and associated Bethe ansatz

We consider the Gauss-Manin differential equations for hypergeometric integrals associated with a family of weighted arrangements of hyperplanes moving parallelly to themselves. We reduce these equations modulo a prime integer $p$ and construct polynomial solutions of the new differential equations as $p$-analogs of the initial hypergeometric integrals. In some cases we interpret the $p$-analogs of the hypergeometric integrals as sums over points of hypersurfaces defined over the finite field $F_p$. That interpretation is similar to the interpretation by Yu.I. Manin in [Ma] of the number of point on an elliptic curve depending on a parameter as a solution of a classical hypergeometric differential equation. We discuss the associated Bethe ansatz.Comment: Latex, 19 pages, v2: misprints correcte