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)

• 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
• Uniform convergence rates for the approximated halfspace and projection depth
• Large sample properties of the regression depth induced median
• Multivariate multi-sample tests for location based on data depth
• Classifying real-world data with the \(DD\alpha\)-procedure
• An empirical depth function for multivariate data
• Depth-based reconstruction method for incomplete functional data
• Halfspace depth does not characterize probability distributions
• Point set stratification and Delaunay depth
• On Liu's simplicial depth and Randles' interdirections
• Depth-weighted Bayes classification
• Bridging centrality and extremity: refining empirical data depth using extreme value statistics
• Adaptive Huber Regression
• Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
• Lower bounds for computing statistical depth.
• Least sum of squares of trimmed residuals regression
• Second-order accuracy of depth-based bootstrap confidence regions
• On the uniform consistency of the zonoid depth
• A multivariate control quantile test using data depth
• Projection based scatter depth functions and associated scatter estimators
• The deepest point for distributions in infinite dimensional spaces
• On a robust and efficient maximum depth estimator
• A weighted localization of halfspace depth and its properties
• Local half-region depth for functional data
• Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes
• A note on simplicial depth function
• Robust depth-weighted wavelet for nonparametric regression models
• Dirichlet depths for point process
• Testing for diagonal symmetry based on center-outward ranking
• Robust covariance and scatter matrix estimation under Huber's contamination model
• Empirical depth processes
• Halfspace depth and floating body
• On weighted multivariate sign functions
• 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

Uses Software

• AS 307

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