Some intriguing properties of Tukey's half-space depth

DOI10.3150/10-BEJ322zbMATH Open1229.62063OpenAlexW2016312261MaRDI QIDQ654416FDOQ654416

Authors Subhajit Dutta, Probal Chaudhuri, Anil K. Ghosh 

Publication date 28 December 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.1171

zbMATH Keywords

symmetric distributionsBanach space\(l_p\) normdepth contourshalf-space median

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of functional analysis in probability theory and statistics (46N30) Graphical methods in statistics (62A09)

Abstract: For multivariate data, Tukey's half-space depth is one of the most popular depth functions available in the literature. It is conceptually simple and satisfies several desirable properties of depth functions. The Tukey median, the multivariate median associated with the half-space depth, is also a well-known measure of center for multivariate data with several interesting properties. In this article, we derive and investigate some interesting properties of half-space depth and its associated multivariate median. These properties, some of which are counterintuitive, have important statistical consequences in multivariate analysis. We also investigate a natural extension of Tukey's half-space depth and the related median for probability distributions on any Banach space (which may be finite- or infinite-dimensional) and prove some results that demonstrate anomalous behavior of half-space depth in infinite-dimensional spaces.

Recommendations

• The depth function of a population distribution.
• General notions of statistical depth function.
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• An algorithm for the multivariate Tukey median
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Cited In (39)

• Statistical depth in abstract metric spaces
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• Data depth for measurable noisy random functions
• The depth function of a population distribution.
• Finite sample breakdown point of Tukey's halfspace median
• On a general definition of depth for functional data
• A topologically valid definition of depth for functional data
• Concentration of the empirical level sets of Tukey's halfspace depth
• On the behavior of Tukey's depth and median under symmetric stable distributions.
• A centrality notion for graphs based on Tukey depth
• Reconstruction of atomic measures from their halfspace depth
• Weighted lens depth: Some applications to supervised classification
• Some results on the computing of Tukey's halfspace median
• Approximate calculation of Tukey's depth and median with high-dimensional data
• Integrated depth for functional data: statistical properties and consistency
• Halfspace depth does not characterize probability distributions
• Depth and outliers for samples of sets and random sets distributions
• On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families
• Depth-weighted Bayes classification
• Choosing among notions of multivariate depth statistics
• Half-region depth for stochastic processes
• Convergence of quantile and depth regions
• From Depth to Local Depth: A Focus on Centrality
• A Bayesian Approach to Multiple-Output Quantile Regression
• Tukey’s Depth for Object Data
• The deepest point for distributions in infinite dimensional spaces
• A weighted localization of halfspace depth and its properties
• A Decomposition of Total Variation Depth for Understanding Functional Outliers
• Depth for curve data and applications
• On smoothness of Tukey depth contours
• On the Tukey depth of a continuous probability distribution
• Model-based statistical depth with applications to functional data
• Half-space mass: a maximally robust and efficient data depth method
• Depth in infinite-dimensional spaces
• Halfspace depth and floating body
• A topologically valid construction of depth for functional data
• On data depth in infinite dimensional spaces
• On weighted and locally polynomial directional quantile regression
• Halfspace depth and regression depth characterize the empirical distribution

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