Distance-based depths for directional data

DOI10.1002/CJS.11479MaRDI QIDQ4960935zbMATH OpenOpenAlexWikidataFDO

Authors Giuseppe Pandolfo, Davy Paindaveine, Giovanni C. Porzio

Publication date 24 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.00080

zbMATH Keywords

supervised classificationhyperspheresstatistical deptharc distance depthspherical locationchord distance depthcosine distance depth

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11)

Abstract: Directional data are constrained to lie on the unit sphere of~$mathbb{R}^q$ for some~$qgeq2$. To address the lack of a natural ordering for such data, depth functions have been defined on spheres. However, the depths available either lack flexibility or are so computationally expensive that they can only be used for very small dimensions~$q$. In this work, we improve on this by introducing a class of distance-based depths for directional data. Irrespective of the distance adopted, these depths can easily be computed in high dimensions too. We derive the main structural properties of the proposed depths and study how they depend on the distance used. We discuss the asymptotic and robustness properties of the corresponding deepest points. We show the practical relevance of the proposed depths in two applications, related to (i) spherical location estimation and (ii) supervised classification. For both problems, we show through simulation studies that distance-based depths have strong advantages over their competitors.

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Cited in

(16)

• Robust mean-variance portfolio through the weighted L^p depth function
• Clustering directional data through depth functions
• The GLD-plot: a depth-based graphical tool to investigate unimodality of directional data
• Distance-based directional depth classifiers: a robustness study
• scientific article; zbMATH DE number 5526052 (Why is no real title available?)
• Multivariate process control charts based on the \(L^p\) depth
• A new concept of quantiles for directional data and the angular Mahalanobis depth
• Recent advances in directional statistics
• Depth and outliers for samples of sets and random sets distributions
• Tukey’s Depth for Object Data
• On the optimality of the max-depth and max-rank classifiers for spherical data.
• Spatial quantiles on the hypersphere
• Ordering directional data: Concepts of data depth on circles and spheres
• Theory of angular depth for classification of directional data
• Dirichlet depths for point process
• Halfspace depth and floating body

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