Intrinsic Data Depth for Hermitian Positive Definite Matrices

DOI10.1080/10618600.2018.1537926MaRDI QIDQ3391252zbMATH OpenOpenAlexWikidataFDO

Authors Joris Chau, Hernando C. Ombao, Rainer von Sachs

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.08289

zbMATH Keywords

affine-invariant metricconfidence regionscovariance matricesdata depthHermitian positive definite matricesRiemannian manifold

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• Intrinsic Data Depth for Hermitian Positive Definite Matrices
• Intrinsic wavelet regression for curves of Hermitian positive definite matrices
• Tukey’s Depth for Object Data
• Spatial depth for data in metric spaces

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• R

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