Aiming at analysing multimodal or non-convexly supported distributionsthrough data depth, we introduce a local extension of depth. Our constructionis obtained by conditioning the distribution to appropriate depth-based neigh-borhoods, and has the advantages, among others, to maintain...

The minimum covariance determinant (MCD) estimator of scatter is one of the most famous robust procedures for multivariate scatter. Despite the quite important research activity related to this estimator, culminating in the recent thorough asymptotic study of Cator and Lopuhaä (2010, 2012), no...