Multivariate dispersion, central regions and depth. The lift zonoid approach

zbMATH Open1027.62033MaRDI QIDQ700878FDOQ700878

Authors: Karl Mosler 

Publication date: 10 October 2002

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Foundations of probability theory (60A99)

Cited In (95)

• Simplified simplicial depth for regression and autoregressive growth processes
• Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• Expectile depth: theory and computation for bivariate datasets
• Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
• A multidimensional Lorenz dominance relation
• Consistency and robustness of tests and estimators based on depth
• Computation of projection regression depth and its induced median
• Operations between sets in geometry
• Depth estimators and tests based on the likelihood principle with application to regression
• Searching for and quantifying nonconvexity regions of functions
• On data depth and distribution-free discriminant analysis using separating surfaces
• Exact computation of the halfspace depth
• A stochastic order for random vectors and random sets based on the Aumann expectation.
• Trimmed regions induced by parameters of a probability
• Weighted-mean regions of a probability distribution
• Computing zonoid trimmed regions of dimension \(d>2\)
• The expected convex hull trimmed regions of a sample
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
• Distribution-free tests for polynomial regression based on simplicial depth
• Ranking of signals in multitask agency models
• An indexed multivariate dispersion ordering based on the Hausdorff distance
• Weighted-mean trimming of multivariate data
• A scatter matrix estimate based on the zonotope
• Interpoint Distance Classification of High Dimensional Discrete Observations
• Nonlinear expectations of random sets
• Centrality as a gradual notion: a new bridge between fuzzy sets and statistics
• An optimal randomized algorithm for \(d\)-variate zonoid depth
• On general notions of depth for regression
• New nonparametric tests of multivariate locations and scales using data depth
• Uniform convergence rates for the approximated halfspace and projection depth
• Multivariate Lorenz dominance based on zonoids
• Classifying real-world data with the \(DD\alpha\)-procedure
• Integrated depth for functional data: statistical properties and consistency
• Tests for multiple regression based on simplicial depth
• New robust tests for the parameters of the Weibull distribution for complete and censored data
• Zonotopes with large 2D-cuts
• Halfspace depth does not characterize probability distributions
• On maximum depth classifiers: depth distribution approach
• Consistency of the likelihood depth estimator for the correlation coefficient
• Calculation of simplicial depth estimators for polynomial regression with applications
• Data depth, random simplices and multivariate dispersion
• Classification based on depth transvariations
• Fast nonparametric classification based on data depth
• Integrated data depth for smooth functions and its application in supervised classification
• Zonoids, linear dependence, and size-biased distributions on the simplex
• On the uniform consistency of the zonoid depth
• Exchangeability-type properties of asset prices
• Integral trimmed regions
• Multiasset derivatives and joint distributions of asset prices
• Multivariate tests of uniformity
• Multivariate \(\rho \)-quantiles: a spatial approach
• Quantile curves and dependence structure for bivariate distributions
• A new approach for the computation of halfspace depth in high dimensions
• Multivariate risks and depth-trimmed regions
• Lift expectations of random sets
• On Maximum Depth and Related Classifiers
• Geometric disintegration and star-shaped distributions
• Some intriguing properties of Tukey's half-space depth
• Halfspace depth and floating body
• On data depth in infinite dimensional spaces
• Central regions and dependency
• Commentary on ``From unidimensional to multidimensional inequality: a review
• From unidimensional to multidimensional inequality: a review
• The robustness of the generalized Gini index
• Directional bivariate quantiles: a robust approach based on the cumulative distribution function
• Detecting systematic anomalies affecting systems when inputs are stationary time series
• Comparing machine learning algorithms by union-free generic depth
• Commentary on ``From unidimensional to multidimensional inequality: a review
• Commentary on ``From unidimensional to multidimensional inequality: a review
• Algorithms for bivariate zonoid depth
• The influence of clustering population on estimation accuracy of population totals vector
• K-sign depth: from asymptotics to efficient implementation
• Depth functions and mutidimensional medians on minimal spanning trees
• On a class of norms generated by nonnegative integrable distributions
• When Lorenz met Lyapunov
• Random zonotopes and valuations
• Influence functions for a general class of depth-based generalized quantile functions
• Depth and outliers for samples of sets and random sets distributions
• Sign depth tests in multiple regression
• Control charts based on parameter depths
• Simple powerful robust tests based on sign depth
• Choosing among notions of multivariate depth statistics
• Title not available (Why is that?)
• An introduction to copula-based bivariate reliability concepts
• Explicit bivariate simplicial depth
• Intrinsic Data Depth for Hermitian Positive Definite Matrices
• Choosing a random distribution with prescribed risks
• Diagonal Minkowski classes, zonoid equivalence, and stable laws
• Nonparametric Imputation by Data Depth
• The zonoid region parameter depth
• A note on the convergence of lift zonoids of measures
• Some multivariate goodness of fit tests based on data depth
• Analytic expressions for multivariate Lorenz surfaces
• On multidimensional inequality with variable distribution mean

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