Depth level set estimation and associated risk measures
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Publication:2681744
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Cites work
- A computable plug-in estimator of minimum volume sets for novelty detection
- A Limit Theorem for Solutions of Inequalities
- A Quality Index Based on Data Depth and Multivariate Rank Tests
- Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
- Breakdown properties of location estimates based on halfspace depth and projected outlyingness
- Cluster analysis: a further approach based on density estimation.
- Clustering and classification based on the L\(_{1}\) data depth
- Computing depth contours of bivariate point clouds
- Concentration of the empirical level sets of Tukey's halfspace depth
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Confidence regions for level sets
- Consistency of the likelihood depth estimator for the correlation coefficient
- Convergence of depth contours for multivariate datasets
- Convergence rates in nonparametric estimation of level sets
- Data depths satisfying the projection property
- Depth estimators and tests based on the likelihood principle with application to regression
- Detection of Abnormal Behavior Via Nonparametric Estimation of the Support
- Directional outlyingness for multivariate functional data
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
- Empirical Estimation of Distribution Quantiles of Random Closed Sets
- Estimating covariate functions associated to multivariate risks: a level set approach
- Estimating the number of clusters
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Estimation of extreme depth-based quantile regions
- Estimation of high conditional quantiles for heavy-tailed distributions
- Excess Mass Estimates and Tests for Multimodality
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
- General notions of statistical depth function.
- scientific article; zbMATH DE number 3579840 (Why is no real title available?)
- scientific article; zbMATH DE number 509167 (Why is no real title available?)
- Kernel estimation of density level sets
- Large quantile estimation in a multivariate setting
- Learning minimum volume sets
- Limit theorems for the simplicial depth
- Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
- Minimax theory of image reconstruction
- Multivariate and functional classification using depth and distance
- Multivariate risks and depth-trimmed regions
- Nonparametric Estimation of Regression Level Sets
- Nonparametric estimation of regression level sets using kernel plug-in estimator
- On a Geometric Notion of Quantiles for Multivariate Data
- On a notion of data depth based on random simplices
- On multivariate extensions of value-at-risk
- On the estimation of extreme directional multivariate quantiles
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
- On the Volume of Tubes
- Optimal plug-in estimators for nonparametric functional estimation
- PLUG-IN ESTIMATION OF GENERAL LEVEL SETS
- Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
- Quantile curves and dependence structure for bivariate distributions
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- Structural properties and convergence results for contours of sample statistical depth functions.
- Weak convergence and empirical processes. With applications to statistics
- Weighted-mean regions of a probability distribution
- Zonoid trimming for multivariate distributions
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