Breakdown properties of location estimates based on halfspace depth and projected outlyingness
From MaRDI portal
Publication:1208644
DOI10.1214/aos/1176348890zbMath0776.62031OpenAlexW2039892753MaRDI QIDQ1208644
Publication date: 16 May 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348890
outliersrobustnessmediantrimmed meanprojection pursuitbreakdown pointaffine equivariancelocation estimatorsGlivenko-Cantelli propertymultivariate generalizations\(W\)-estimatescentrosymmetric distributionsconvex hull peelinghalfspace distanceiterative ellipsoidal trimmingmultivariate depth and outlyingness
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Asymptotic properties of location estimators based on projection depth, Trimmed means for functional data, On depth and deep points: A calculus., The influence function and maximum bias of Tukey's median, Projection estimates of multivariate location, Robust mean-variance portfolio through the weighted \(L^p\) depth function, Robust mixture regression using the \(t\)-distribution, Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean, Computation of projection regression depth and its induced median, Approximate computation of projection depths, On the Stahel-Donoho estimator and depth-weighted means of multivariate data., Influence function and maximum bias of projection depth based estimators., Optimal outlier removal in high-dimensional spaces, Exponential probability inequality and convergence results for the median absolute deviation and its modifications, Between data cleaning and inference: pre-averaging and robust estimators of the efficient price, Computing depth contours of bivariate point clouds, Robustness of the half-space median, Multidimensional medians arising from geodesics on graphs, Convergence of depth contours for multivariate datasets, ANCOVA: a heteroscedastic global test when there is curvature and two covariates, Convergence of quantile and depth regions, Asymptotic normality of multivariate trimmed means, On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families, Robust estimating equation based on statistical depth, Exact computation of the halfspace depth, Depth-weighted Bayes classification, On the effect of inliers on the spatial median, Multidimensional trimming based on projection depth, Asymptotic behavior of samples from general multivariate distributions, A note on the robustness of multivariate medians, A convex semi-nonnegative matrix factorisation approach to fuzzy \(c\)-means clustering, On directional multiple-output quantile regression, On the maximal halfspace depth of permutation-invariant distributions on the simplex, Bridging centrality and extremity: refining empirical data depth using extreme value statistics, Computing projection depth and its associated estimators, Fast implementation of the Tukey depth, High-breakdown robust multivariate methods, On the uniform consistency of the zonoid depth, A half-region depth for functional data, Penalty-based aggregation of multidimensional data, An optimal extension of the centerpoint theorem, Tensor-based projection depth, Some intriguing properties of Tukey's half-space depth, On the behavior of Tukey's depth and median under symmetric stable distributions., Characterizing angular symmetry and regression symmetry., Projection-based depth functions and associated medians, A note on weak convergence of general halfspace depth trimmed means, Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions, The deepest point for distributions in infinite dimensional spaces, Multivariate functional outlier detection, Rejoinder to `Multivariate functional outlier detection', Concentration of the empirical level sets of Tukey's halfspace depth, On the Tukey depth of a continuous probability distribution, Uniform convergence rates for halfspace depth, Inferences based on multiple skipped correlations, On the performance of bivariate robust location estimators under contamination, Multivariate trimmed means based on the Tukey depth, Connecting pairwise geodesic spheres by depth: DCOPS, Asymptotics of generalized depth-based spread processes and applications, Robust PCA for skewed data and its outlier map, On the statistical efficiency of robust estimators of multivariate location, Asymptotics for the Tukey median, Some extensions of Tukey's depth function, Approximation by log-concave distributions, with applications to regression, On data depth and distribution-free discriminant analysis using separating surfaces, Invariant Co-Ordinate Selection, Depth estimators and tests based on the likelihood principle with application to regression, Comparing robust generalized variances and comments on efficiency, Centerpoints and Tverberg's technique, Jensen's inequality for multivariate medians, A note on multivariate location and scatter statistics for sparse data sets, Smooth depth contours characterize the underlying distribution, Mass volume curves and anomaly ranking, The limit of finite sample breakdown point of Tukey's halfspace median for general data, Classification based on depth transvariations, Robust covariance and scatter matrix estimation under Huber's contamination model, Depth for curve data and applications, Comparing medians, On data depth in infinite dimensional spaces, Half-space mass: a maximally robust and efficient data depth method, Finite sample tail behavior of multivariate location estimators, The catline for deep regression, Robust bivariate boxplots and multiple outlier detection., Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties, Breakdown point of Schuster-Narvarte's location estimator, Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics, Halfspace depth and regression depth characterize the empirical distribution, On a robust and efficient maximum depth estimator, Asymptotic distributions of the maximal depth estimators for regression and multivariate location, Permutation tests for multivariate location problems, High-dimensional computation of the deepest location., Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean., General notions of statistical depth function., Structural properties and convergence results for contours of sample statistical depth functions., The Tukey depth characterizes the atomic measure, Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods, The deepest regression method, Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis., Computing halfspace depth contours based on the idea of a circular sequence, Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels, Half-space depth of log-concave probability measures, Another look at halfspace depth: flag halfspaces with applications, Non-asymptotic robustness analysis of regression depth median, Least sum of squares of trimmed residuals regression, Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis, Robust sub-Gaussian estimation of a mean vector in nearly linear time, β-Skeleton depth functions and medians, Finite sample breakdown point of Tukey's halfspace median, On maximum depth classifiers: depth distribution approach, Exactly computing bivariate projection depth contours and median, RR-plot: a descriptive tool for regression observations, Depth functions and mutidimensional medians on minimal spanning trees, The quarter median, All-in-one robust estimator of the Gaussian mean, Nonparametric Tests for Homogeneity of Species Assemblages: A Data Depth Approach, On the limiting distributions of multivariate depth-based rank sum statistics and related tests, Outlier Detection for Pandemic-Related Data Using Compositional Functional Data Analysis, Employing the MCMC technique to compute the projection depth in high dimensions, Unnamed Item, Nonparametric multivariate CUSUM control charts for location and scale changes, Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth, Halfspace depth for general measures: the ray basis theorem and its consequences, Illumination Depth, Tukey Depths and Hamilton--Jacobi Differential Equations, Choosing among notions of multivariate depth statistics, Some multivariate goodness of fit tests based on data depth, Robustness and asymptotics of the projection median, Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles, Nonparametric tests for multivariate locations based on data depth, Some results on the computing of Tukey's halfspace median, Multivariate and functional classification using depth and distance, On ill-conceived initialization in archetypal analysis, On smoothness of Tukey depth contours, Integrated depth for functional data: statistical properties and consistency, Simple halfspace depth, Within groups designs: inferences based on a robust nonparametric measure of effect size, Limit theory for the first layers of the random convex hull peeling in the unit ball, A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location, Confidence regions and minimax rates in outlier-robust estimation on the probability simplex, Depth level set estimation and associated risk measures, Estimating the probability that a given vector is in the convex hull of a random sample, Depth and a Multivariate Generalization of the Wilcoxon-Mann-Whitney Test, A nonparametric multivariate multisample test based on data depth, Robust dimension reduction using sliced inverse median regression, Uniform convergence rates for the approximated halfspace and projection depth, Some small-sample properties of some recently proposed multivariate outlier detection techniques, Tukey’s Depth for Object Data, Robust kernel principal component analysis and classification, Flexible integrated functional depths, On min-max majority and deepest points, Large sample properties of the regression depth induced median, The limit shape of convex hull peeling, Multivariate L-estimation. (With comments), On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry, An algorithm for the multivariate Tukey median, Nonparametric Imputation by Data Depth, On some classifiers based on multivariate ranks, Halfspace depths for scatter, concentration and shape matrices, Smooth Nonparametric Allocation of Classification, Empirical depth processes, Local mutual information for dissimilarity-based image segmentation, DD-Classifier: Nonparametric Classification Procedure Based onDD-Plot, Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions, Halfspace depth and floating body, Centerpoints: A Link between Optimization and Convex Geometry, Some quantitative relationships between two types of finite sample breakdown point, A note on simplicial depth function, Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity, Influence function of halfspace depth, Influence functions for a general class of depth-based generalized quantile functions, On the moments of a stahel donoho robust multivatiate estimator, Gene discovery using Pareto depth sampling distributions, Reconstruction of atomic measures from their halfspace depth, Integrated rank-weighted depth, New nonparametric tests of multivariate locations and scales using data depth, The spatial distribution in infinite dimensional spaces and related quantiles and depths, Approximating Tukey's Depth, Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation, On general notions of depth for regression, Robust Multivariate Regression When There is Heteroscedasticity, Discussion, Pareto depth for functional data, On an order-based multivariate median, Precision Index in the Multivariate Context, Unnamed Item, Multivariate Functional Halfspace Depth, Intrinsic Data Depth for Hermitian Positive Definite Matrices, A nonparametric allocation scheme for classification based on transvariation probabilities, Halfspace depth does not characterize probability distributions, RR-classifier: a nonparametric classification procedure in multidimensional space based on relative ranks, Approximate calculation of Tukey's depth and median with high-dimensional data, Target estimation for the logistic regression model, Lens data depth and median, Robust multivariate estimation based on statistical depth filters, An adjusted Grubbs' and generalized extreme studentized deviation, Optimal string clustering based on a Laplace-like mixture and EM algorithm on a set of strings, Analysing Your Multivariate Data as a Pictorial: A Case for Applying Biplot Methodology?, Breakdown and groups. (With discussions and rejoinder), A new type of multivariate records: depth-based records, Integral trimmed regions, Nonparametrically consistent depth-based classifiers, Affine-equivariant inference for multivariate location under \({L_p}\) loss functions, Barycentric cuts through a convex body, Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
