Generalized Mahalanobis depth in the reproducing kernel Hilbert space

DOI10.1007/s00362-009-0265-1zbMath1434.62082OpenAlexW1987435080MaRDI QIDQ641773

Qiang Li, Yong Wang, Yi Wu, Chenping Hou, Yong-Gang Hu

Publication date: 25 October 2011

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0265-1

zbMATH Keywords

kernel methoddata depthstatistical depthMahalanobis depth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (6)

Choosing among notions of multivariate depth statistics ⋮ Sign depth tests in multiple regression ⋮ Consistency and robustness of tests and estimators based on depth ⋮ Consistency of the likelihood depth estimator for the correlation coefficient ⋮ New robust tests for the parameters of the Weibull distribution for complete and censored data ⋮ K-sign depth: from asymptotics to efficient implementation

Uses Software

• SVM

Cites Work

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• An Extended Projection Data Depth and Its Applications to Discrimination
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• The multivariate L ₁ -median and associated data depth
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• On Maximum Depth and Related Classifiers

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