Simplified simplicial depth for regression and autoregressive growth processes

DOI10.1016/J.JSPI.2016.01.005zbMATH Open1336.62118OpenAlexW2287521767MaRDI QIDQ254935FDOQ254935

Authors: Christoph P. Kustosz, Christine H. Müller, Martin Wendler 

Publication date: 8 March 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/33641

Recommendations

• Tests for multiple regression based on simplicial depth
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zbMATH Keywords

consistencyasymptotic distributionrobustnessalternating signdistribution-free testtangent depth

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62Jxx)

Cites Work

• Simulation and inference for stochastic differential equations. With R examples.
• On the Concept of Depth for Functional Data
• General notions of statistical depth function.
• On robust classification using projection depth
• Regression Depth
• DD-classifier: nonparametric classification procedure based on DD-plot
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• On a notion of data depth based on random simplices
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
• Title not available (Why is that?)
• Multivariate functional halfspace depth
• Distribution-free tests for polynomial regression based on simplicial depth
• Limit theorems for the simplicial depth
• The deepest regression method
• Robust estimators and tests for bivariate copulas based on likelihood depth
• Structural properties and convergence results for contours of sample statistical depth functions.
• On depth and deep points: A calculus.
• Tests for multiple regression based on simplicial depth
• Consistency of the likelihood depth estimator for the correlation coefficient
• Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
• The central limit theorem for dependent random variables
• Tests based on simplicial depth for AR(1) models with explosion
• From Depth to Local Depth: A Focus on Centrality
• A new statistical depth function with applications to multimodal data
• Title not available (Why is that?)
• THE SIGN TEST FOR STOCHASTIC PROCESSES
• On a notion of simplicial depth
• Consistency and robustness of tests and estimators based on depth
• Location–Scale Depth
• Depth estimators and tests based on the likelihood principle with application to regression
• The depth function of a population distribution.
• Depth notions for orthogonal regression
• Local depth
• Robust estimating equation based on statistical depth
• Smooth depth contours characterize the underlying distribution

Cited In (9)

• K-sign depth: from asymptotics to efficient implementation
• Sign depth tests in multiple regression
• On Liu's simplicial depth and Randles' interdirections
• Simple powerful robust tests based on sign depth
• Calculation of simplicial depth estimators for polynomial regression with applications
• Choosing among notions of multivariate depth statistics
• Tests based on simplicial depth for AR(1) models with explosion
• Simplicial depth estimators and tests in examples from shape analysis
• Data depth for simple orthogonal regression with application to crack orientation

Uses Software

• nlrwr
• nlstools

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