Weighted halfspace depth

zbMATH Open1189.62088MaRDI QIDQ3562983FDOQ3562983

Authors: Daniel Hlubinka, Ondřej Vencálek, Lukáš Kotík 

Publication date: 28 May 2010

Full work available at URL: https://eudml.org/doc/37708

Recommendations

• A weighted localization of halfspace depth and its properties
• General notions of statistical depth function.
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• Multivariate functional halfspace depth
• The depth function of a population distribution.

zbMATH Keywords

data depthmixture of distributionsnonparametric multivariate analysisstrong consistency of depth

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Geometric probability and stochastic geometry (60D05) Nonparametric inference (62G99)

Cites Work

• Algorithm AS 307: Bivariate Location Depth
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• General notions of statistical depth function.
• On a notion of data depth based on random simplices
• Title not available (Why is that?)
• Structural properties and convergence results for contours of sample statistical depth functions.
• On depth and deep points: A calculus.
• A new general method for constructing confidence sets in arbitrary dimensions: with applications

Cited In (18)

• Scatter halfspace depth for \(K\)-symmetric distributions
• Computing multiple-output regression quantile regions
• On directional multiple-output quantile regression
• The depth function of a population distribution.
• Cone distribution functions and quantiles for multivariate random variables
• A characterization of halfspace depth
• Reconstruction of atomic measures from their halfspace depth
• Local bilinear multiple-output quantile/depth regression
• Computing multiple-output regression quantile regions from projection quantiles
• Depth functions as measures of representativeness
• Choosing among notions of multivariate depth statistics
• Influence function of halfspace depth
• A weighted localization of halfspace depth and its properties
• On the maximal halfspace depth of permutation-invariant distributions on the simplex
• Location–Scale Depth
• Half-space mass: a maximally robust and efficient data depth method
• Halfspace depth and floating body
• On weighted and locally polynomial directional quantile regression

Uses Software

• AS 307

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