Halfspace depth and floating body

DOI10.1214/19-SS123zbMATH Open1428.62204arXiv1809.10925WikidataQ115907981 ScholiaQ115907981MaRDI QIDQ2002525FDOQ2002525

Authors: Stanislav Nagy, Elisabeth M. Werner, Carsten Schütt 

Publication date: 12 July 2019

Published in: Statistics Surveys (Search for Journal in Brave)

Abstract: Little known relations of the renown concept of the halfspace depth for multivariate data with notions from convex and affine geometry are discussed. Halfspace depth may be regarded as a measure of symmetry for random vectors. As such, the depth stands as a generalization of a measure of symmetry for convex sets, well studied in geometry. Under a mild assumption, the upper level sets of the halfspace depth coincide with the convex floating bodies used in the definition of the affine surface area for convex bodies in Euclidean spaces. These connections enable us to partially resolve some persistent open problems regarding theoretical properties of the depth.

Full work available at URL: https://arxiv.org/abs/1809.10925

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zbMATH Keywords

designTukey depthfloating bodyhalfspace depthstatistical depthmeasures of symmetry

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20)

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Cited In (26)

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Uses Software

• robustbase
• RobStatTM

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