Simplified simplicial depth for regression and autoregressive growth processes

DOI10.1016/j.jspi.2016.01.005zbMath1336.62118OpenAlexW2287521767MaRDI QIDQ254935

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

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

zbMATH Keywords

asymptotic distributionrobustnessconsistencyalternating signdistribution-free testtangent depth

Mathematics Subject Classification ID

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

Related Items (5)

Choosing among notions of multivariate depth statistics ⋮ Sign depth tests in multiple regression ⋮ Simple powerful robust tests based on sign depth ⋮ K-sign depth: from asymptotics to efficient implementation ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion

Uses Software

• nlrwr
• nlstools

Cites Work

• Unnamed Item
• Unnamed Item
• On robust classification using projection depth
• Consistency and robustness of tests and estimators based on depth
• Depth estimators and tests based on the likelihood principle with application to regression
• Depth notions for orthogonal regression
• Local depth
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Robust estimating equation based on statistical depth
• On a notion of data depth based on random simplices
• Smooth depth contours characterize the underlying distribution
• 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
• General notions of statistical depth function.
• 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
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace 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
• Simulation and inference for stochastic differential equations. With R examples.
• 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
• THE SIGN TEST FOR STOCHASTIC PROCESSES
• On a notion of simplicial depth
• Regression Depth
• Location–Scale Depth
• DD-Classifier: Nonparametric Classification Procedure Based onDD-Plot
• Multivariate Functional Halfspace Depth
• On the Concept of Depth for Functional Data
• The depth function of a population distribution.

This page was built for publication: Simplified simplicial depth for regression and autoregressive growth processes