General notions of statistical depth function.

DOI10.1214/AOS/1016218226zbMATH Open1106.62334OpenAlexW2016440615WikidataQ105584343 ScholiaQ105584343MaRDI QIDQ1848784FDOQ1848784

Authors: Yijun Zuo, Robert J. Serfling 

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1016218226

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zbMATH Keywords

simplicial depthhalfspace depthmultivariate symmetryStatistical depth functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99)

Cites Work

• Algorithm AS 307: Bivariate Location Depth
• Approximation Theorems of Mathematical Statistics
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Title not available (Why is that?)
• Zonoid trimming for multivariate distributions
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Regression Depth
• On a notion of data depth based on random simplices
• Descriptive statistics for multivariate distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Limit theorems for the simplicial depth
• Computing depth contours of bivariate point clouds
• On depth and deep points: A calculus.
• Title not available (Why is that?)
• Halfplane trimming for bivariate distributions
• Title not available (Why is that?)
• Limit theorems for \(U\)-processes
• Asymptotics for multivariate trimming
• Convergence of depth contours for multivariate datasets
• Measures of centrality for multivariate and directional distributions
• A Multidimensional Goodness-of-Fit Test Based on Interpoint Distances
• On 64%-Majority Rule
• Bounds for the breakdown point of the simplicial median
• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• Title not available (Why is that?)
• A characterization of halfspace depth

Cited In (only showing first 100 items - show all)

• Simplified simplicial depth for regression and autoregressive growth processes
• Computing halfspace depth contours based on the idea of a circular sequence
• On depth measures and dual statistics. A methodology for dealing with general data
• Nonparametric multivariate kurtosis and tailweight measures
• Expectile depth: theory and computation for bivariate datasets
• Regeneration-based statistics for Harris recurrent Markov chains
• Consistency and robustness of tests and estimators based on depth
• Depth estimators and tests based on the likelihood principle with application to regression
• Local depth
• On directional multiple-output quantile regression
• Projection-based depth functions and associated medians
• Recent advances in functional data analysis and high-dimensional statistics
• On data depth and distribution-free discriminant analysis using separating surfaces
• The depth function of a population distribution.
• DD-classifier: nonparametric classification procedure based on DD-plot
• Exact computation of the halfspace depth
• Robust estimating equation based on statistical depth
• Functional outlier detection and taxonomy by sequential transformations
• On a general definition of depth for functional data
• The expected convex hull trimmed regions of a sample
• Distribution-free tests for polynomial regression based on simplicial depth
• A topologically valid definition of depth for functional data
• Smooth depth contours characterize the underlying distribution
• Depth-based runs tests for bivariate central symmetry
• Multivariate functional halfspace depth
• A nonparametric multivariate multisample test based on data depth
• Halfspace depths for scatter, concentration and shape matrices
• Robust classification for skewed data
• A new concept of quantiles for directional data and the angular Mahalanobis depth
• Robust estimators and tests for bivariate copulas based on likelihood depth
• Means and covariance functions for geostatistical compositional data: an axiomatic approach
• Nonparametrically consistent depth-based classifiers
• On the limiting distributions of multivariate depth-based rank sum statistics and related tests
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
• Multivariate and functional classification using depth and distance
• Structural properties and convergence results for contours of sample statistical depth functions.
• The spatial distribution in infinite dimensional spaces and related quantiles and depths
• Spatial depth-based classification for functional data
• Integrated depth for functional data: statistical properties and consistency
• Tests for multiple regression based on simplicial depth
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
• Exactly computing bivariate projection depth contours and median
• On maximum depth classifiers: depth distribution approach
• Classification based on depth transvariations
• Fast nonparametric classification based on data depth
• Depth-based classification for distributions with nonconvex support
• Integrated data depth for smooth functions and its application in supervised classification
• An angle-based multivariate functional pseudo-depth for shape outlier detection
• From Depth to Local Depth: A Focus on Centrality
• A directional multivariate value at risk
• Dilemmas of robust analysis of economic data streams
• Directional outlyingness for multivariate functional data
• Multivariate Functional Data Visualization and Outlier Detection
• A new statistical depth function with applications to multimodal data
• Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles
• Influence function of halfspace depth
• Characterizing angular symmetry and regression symmetry.
• A partial overview of the theory of statistics with functional data
• Robust mixture regression using the \(t\)-distribution
• Multivariate nonparametric tests
• Some extensions of Tukey's depth function
• Asymptotics of stationary points of local simplicial depth in the univariate case
• Depth Measures for Multivariate Functional Data
• Depth for curve data and applications
• On robust classification using projection depth
• Weak convergence of discretely observed functional data with applications
• On Maximum Depth and Related Classifiers
• High-breakdown robust multivariate methods
• A half-region depth for functional data
• Robust estimation and classification for functional data via projection-based depth notions
• Limit theorems for quantile and depth regions for stochastic processes
• Location–Scale Depth
• Consistency of non-integrated depths for functional data
• Multivariate functional outlier detection
• Some intriguing properties of Tukey's half-space depth
• Optimal signed-rank tests based on hyperplanes
• On a notion of data depth based on random simplices
• Quantiles for finite and infinite dimensional data
• On data depth in infinite dimensional spaces
• Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• The random Tukey depth
• On the performance of bivariate robust location estimators under contamination
• Robust mean-variance portfolio through the weighted \(L^p\) depth function
• Scatter halfspace depth for \(K\)-symmetric distributions
• Discussion
• Computation of projection regression depth and its induced median
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
• The influence function and maximum bias of Tukey's median
• Balancing a sample almost perfectly
• Concentration of the empirical level sets of Tukey's halfspace depth
• Testing multivariate uniformity: The distance‐to‐boundary method
• Jensen's inequality for multivariate medians
• Cone distribution functions and quantiles for multivariate random variables
• Computationally easy outlier detection via projection pursuit with finitely many directions
• Nonlinear expectations of random sets
• A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
• Simulated annealing for higher dimensional projection depth
• On general notions of depth for regression
• On the behavior of Tukey's depth and median under symmetric stable distributions.
• Stahel-Donoho kernel estimation for fixed design nonparametric regression models

Uses Software

• AS 307

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