General notions of statistical depth function.

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

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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• On a general definition of depth for functional data
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• Statistical depth in abstract metric spaces
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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)

• Confidence Regions in Multivariate Calibration: A Proposal
• Robust depth-based tools for the analysis of gene expression data
• Fast \(DD\)-classification of functional data
• Statistical depth in abstract metric spaces
• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• Large sample and robust properties of \(\widetilde {L} ^{2}\)-median
• Classification rules based on distribution functions of functional depth
• Robust estimators based on generalization of trimmed mean
• A generalized multivariate kurtosis ordering and its applications
• Trimmed regions induced by parameters of a probability
• Mass estimation
• Nonparametric tests for homogeneity of species assemblages: a data depth approach
• Weighted-mean trimming of multivariate data
• Testing multivariate uniformity: The distance‐to‐boundary method
• A notion of depth for sparse functional data
• On the Tukey depth of an atomic measure
• Centrality as a gradual notion: a new bridge between fuzzy sets and statistics
• A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• An Extended Projection Data Depth and Its Applications to Discrimination
• Discriminant analysis based on statistical depth
• Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2
• Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure
• Some results on the computing of Tukey's halfspace median
• Generalized Mahalanobis depth in the reproducing kernel Hilbert space
• Title not available (Why is that?)
• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• New robust tests for the parameters of the Weibull distribution for complete and censored data
• Influence function and maximum bias of projection depth based estimators.
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Multidimensional trimming based on projection depth
• Exact computation of bivariate projection depth and the Stahel-Donoho estimator
• Data depth, random simplices and multivariate dispersion
• Multivariate ranking using elliptical peeling
• Weighted halfspace depth
• High dimensional data analysis using multivariate generalized spatial quantiles
• Least sum of squares of trimmed residuals regression
• Robustness and asymptotics of the projection median
• Second-order accuracy of depth-based bootstrap confidence regions
• A multivariate Wilcoxon regression estimate
• A new projection estimate for multivariate location with minimax bias
• Integral trimmed regions
• Multivariate trimmed means based on the Tukey depth
• Computing Halfspace Depth and Regression Depth
• A new approach for the computation of halfspace depth in high dimensions
• Discussion of ``Multivariate functional outlier detection, by Mia Hubert, Peter Rousseeuw and Pieter Segaert
• The depth-design: an efficient generation of high dimensional computer experiments
• Tests for conditional ellipticity in multivariate GARCH models
• Tensor-based projection depth
• On Combinatorial Depth Measures
• Approximate computation of projection depths
• Regression based principal component analysis for sparse functional data with applications to screening growth paths
• Multivariate risks and depth-trimmed regions
• Integrated depth for measurable functions and sets
• Uniform convergence rates for halfspace depth
• Computing projection depth and its associated estimators
• Robust covariance and scatter matrix estimation under Huber's contamination model
• The Tukey and the random Tukey depths characterize discrete distributions
• Data depth based on spatial rank.
• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
• Half-space mass: a maximally robust and efficient data depth method
• Halfspace depth and floating body
• 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.
• 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
• Limit Theorems for Quantile and Depth Regions for Stochastic Processes
• 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
• A nonparametric multivariate multisample test based on data depth
• Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
• 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
• Consistency of the \(\alpha \)-trimming of a probability. Applications to central regions
• 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

Uses Software

• AS 307

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