Generalized Mahalanobis depth in the reproducing kernel Hilbert space

DOI10.1007/S00362-009-0265-1MaRDI QIDQ641773zbMATHOpenAlexFDO

Authors Yong Wang, Yi Wu, Qiang Li, Chenping Hou, Yong-Gang Hu

Publication date 25 October 2011

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0265-1

zbMATH Keywords

data depthkernel methodstatistical depthMahalanobis depth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 5200030 (Why is no real title available?)
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• An Extended Projection Data Depth and Its Applications to Discrimination
• Clustering and classification based on the L\(_{1}\) data depth
• Data depth based on spatial rank.
• General notions of statistical depth function.
• Kernel methods in machine learning
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• On Maximum Depth and Related Classifiers
• On a notion of data depth based on random simplices
• On data depth and distribution-free discriminant analysis using separating surfaces
• On the finite sample breakdown points of redescending \(M\)-estimates of location
• Sphering and its properties
• The multivariate L ₁ -median and associated data depth

Cited in

(9)

• Consistency and robustness of tests and estimators based on depth
• Choosing among notions of multivariate depth statistics
• Consistency of the likelihood depth estimator for the correlation coefficient
• Generalized Mahalanobis depth in point process and its application in neural coding
• On Mahalanobis distance in functional settings
• K-sign depth: from asymptotics to efficient implementation
• scientific article; zbMATH DE number 5733496 (Why is no real title available?)
• New robust tests for the parameters of the Weibull distribution for complete and censored data
• Sign depth tests in multiple regression

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Uses Software

• SVM

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