On a notion of data depth based on random simplices
From MaRDI portal
Publication:914298
DOI10.1214/aos/1176347507zbMath0701.62063OpenAlexW1973744648MaRDI QIDQ914298
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347507
consistencysimplicial depthaffine equivarianceL-statisticsrandom simplexlocation estimatorsangularly symmetric distributionsgeneralized sample mediannew notion of data depth
Estimation in multivariate analysis (62H12) Geometric probability and stochastic geometry (60D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items
Trimmed means for functional data ⋮ A multivariate control quantile test using data depth ⋮ Moderate deviations for degenerate \(U\)-processes. ⋮ Deepest voting: a new way of electing ⋮ Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean ⋮ Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing ⋮ On the Stahel-Donoho estimator and depth-weighted means of multivariate data. ⋮ Influence function and maximum bias of projection depth based estimators. ⋮ Computing colourful simplicial depth and Median in \(\mathbb{R}_2\) ⋮ On the limiting distributions of multivariate depth-based rank sum statistics and related tests ⋮ Employing the MCMC technique to compute the projection depth in high dimensions ⋮ Robustness of the half-space median ⋮ Adaptive trimmed mean as a location estimate ⋮ On Liu's simplicial depth and Randles' interdirections ⋮ Exact computation of the halfspace depth ⋮ Choosing among notions of multivariate depth statistics ⋮ The \(\mathrm{DD}^G\)-classifier in the functional setting ⋮ Robust template estimation for functional data with phase variability using band depth ⋮ Tukey depth histograms ⋮ Some results on the computing of Tukey's halfspace median ⋮ Carathéodory's theorem in depth ⋮ Pareto quantiles of unlabeled tree objects ⋮ Multivariate tests of uniformity ⋮ Multivariate and functional classification using depth and distance ⋮ Simplicial band depth for multivariate functional data ⋮ Local half-region depth for functional data ⋮ Monotonicity properties of spatial depth ⋮ Classification rules based on distribution functions of functional depth ⋮ Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations ⋮ Penalty-based aggregation of multidimensional data ⋮ From crossing-free graphs on wheel sets to embracing simplices and polytopes with few vertices ⋮ Consistency of the likelihood depth estimator for the correlation coefficient ⋮ Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes ⋮ Robust classification for skewed data ⋮ Flexible integrated functional depths ⋮ On min-max majority and deepest points ⋮ Large sample properties of the regression depth induced median ⋮ Directional bivariate quantiles: a robust approach based on the cumulative distribution function ⋮ A proof of the Oja depth conjecture in the plane ⋮ Multivariate L-estimation. (With comments) ⋮ On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry ⋮ Data depth for measurable noisy random functions ⋮ On weighted randomly trimmed means ⋮ Initializing \(k\)-means clustering by bootstrap and data depth ⋮ K-sign depth: from asymptotics to efficient implementation ⋮ A centrality notion for graphs based on Tukey depth ⋮ Halfspace depths for scatter, concentration and shape matrices ⋮ Empirical depth processes ⋮ Connecting pairwise geodesic spheres by depth: DCOPS ⋮ Asymptotics of generalized depth-based spread processes and applications ⋮ Local mutual information for dissimilarity-based image segmentation ⋮ Halfspace depth and floating body ⋮ A note on ``Data depths satisfying the projection property ⋮ A note on simplicial depth function ⋮ Depth-based classification for distributions with nonconvex support ⋮ On data depth and distribution-free discriminant analysis using separating surfaces ⋮ Detecting a structural change in functional time series using local Wilcoxon statistic ⋮ Influence functions for a general class of depth-based generalized quantile functions ⋮ A new concept of quantiles for directional data and the angular Mahalanobis depth ⋮ Tests for multiple regression based on simplicial depth ⋮ Affine invariant depth-based tests for the multivariate one-sample location problem ⋮ Integrated rank-weighted depth ⋮ Depth weighted scatter estimators ⋮ New nonparametric tests of multivariate locations and scales using data depth ⋮ The limit of finite sample breakdown point of Tukey's halfspace median for general data ⋮ A topologically valid definition of depth for functional data ⋮ The spatial distribution in infinite dimensional spaces and related quantiles and depths ⋮ Expectile depth: theory and computation for bivariate datasets ⋮ Rayleigh projection depth ⋮ On general notions of depth for regression ⋮ Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications ⋮ Multidimensional medians and uniqueness ⋮ User-friendly covariance estimation for heavy-tailed distributions ⋮ Robust covariance and scatter matrix estimation under Huber's contamination model ⋮ Monte Carlo cubature construction ⋮ Dirichlet depths for point process ⋮ Control charts based on parameter depths ⋮ Moderate and large deviations for \(U\)-processes ⋮ On an order-based multivariate median ⋮ Bahadur representation of \(M_m\) estimates ⋮ Finite sample tail behavior of multivariate location estimators ⋮ A variable selection procedure for depth measures ⋮ Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators ⋮ RR-classifier: a nonparametric classification procedure in multidimensional space based on relative ranks ⋮ Adaptive exponential power depth with application to classification ⋮ Multiplier \(U\)-processes: sharp bounds and applications ⋮ Data depth-based nonparametric tests for multivariate scales ⋮ Robust multivariate estimation based on statistical depth filters ⋮ Nonparametric control charts based on data depth for location parameter ⋮ Flexible quantile contour estimation for multivariate functional data: beyond convexity ⋮ General notions of statistical depth function. ⋮ Structural properties and convergence results for contours of sample statistical depth functions. ⋮ Smallest nonparametric tolerance regions. ⋮ Spatial depth-based classification for functional data ⋮ Robust depth-weighted wavelet for nonparametric regression models ⋮ Asymptotic linearity of serial and nonserial multivariate signed rank statistics ⋮ Nonparametrically consistent depth-based classifiers ⋮ Some goodness of fit tests based on centre outward spacings ⋮ Distribution-function-based bivariate quantiles. ⋮ Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis. ⋮ β-Skeleton depth functions and medians ⋮ On maximum depth classifiers: depth distribution approach ⋮ New Nonparametric Tests for Comparing Multivariate Scales Using Data Depth ⋮ RR-plot: a descriptive tool for regression observations ⋮ Depth functions and mutidimensional medians on minimal spanning trees ⋮ On The ConditionalL1-median and its estimation ⋮ Nonparametric Tests for Homogeneity of Species Assemblages: A Data Depth Approach ⋮ Unnamed Item ⋮ Nonparametric multivariate CUSUM control charts for location and scale changes ⋮ FITTING A STEP FUNCTION TO A POINT SET WITH OUTLIERS BASED ON SIMPLICIAL THICKNESS DATA STRUCTURES ⋮ REPORTING BICHROMATIC SEGMENT INTERSECTIONS FROM POINT SETS ⋮ La médiane simpliciale d'Oja: Existence, unicité et stabilité ⋮ A test based on data depth for testing location-scale of the two multivariate populations ⋮ EDF goodness-of-fit tests based on centre-outward ordering ⋮ An L1-type estimator of multivariate location and shape ⋮ A bivariate test for location based on simplicial depth ⋮ Robustness and asymptotics of the projection median ⋮ Nonparametric tests for multivariate locations based on data depth ⋮ A new approach for the computation of halfspace depth in high dimensions ⋮ A notion of depth for sparse functional data ⋮ A unified framework on defining depth for point process using function smoothing ⋮ Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes ⋮ Non‐parametric depth‐based tests for the multivariate location problem ⋮ Weighted lens depth: Some applications to supervised classification ⋮ A simulation study of the finite-sample performance of the sample scale curve as an estimator of its population counterpart ⋮ Level sets of depth measures in abstract spaces ⋮ Sign depth tests in multiple regression ⋮ Depth and outliers for samples of sets and random sets distributions ⋮ Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis ⋮ Integrated depth for functional data: statistical properties and consistency ⋮ On the use of \(L\)-functionals in regression models ⋮ On the use of robust estimators of multivariate location for heterogeneous data ⋮ Interpoint Distance Classification of High Dimensional Discrete Observations ⋮ A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location ⋮ Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels ⋮ Power comparison of data depth-based nonparametric tests for testing equality of locations ⋮ Nonparametric tests for multivariate multi-sample locations based on data depth ⋮ Depth level set estimation and associated risk measures ⋮ Multivariate multi-sample tests for location based on data depth ⋮ Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution ⋮ Nonparametric Ellipsoidal Approximation of Compact Sets of Random Points ⋮ Statistical depth in abstract metric spaces ⋮ The zonoid region parameter depth ⋮ Algorithms for Colourful Simplicial Depth and Medians in the Plane ⋮ Depth-based reconstruction method for incomplete functional data ⋮ On a notion of simplicial depth ⋮ Simple powerful robust tests based on sign depth ⋮ A fast epigraph and hypograph-based approach for clustering functional data ⋮ Estimating the probability that a given vector is in the convex hull of a random sample ⋮ Analytical and statistical properties of local depth functions motivated by clustering applications ⋮ An Extended Projection Data Depth and Its Applications to Discrimination ⋮ Tukey’s Depth for Object Data ⋮ Functional boxplots based on epigraphs and hypographs ⋮ On Combinatorial Depth Measures ⋮ On a transformation and re-transformation technique for constructing an affine equivariant multivariate median ⋮ Adaptive Huber Regression ⋮ Robust depth-based tools for the analysis of gene expression data ⋮ On some classifiers based on multivariate ranks ⋮ A new control chart in contaminated data of t‐Student distribution for individual observations ⋮ DD-Classifier: Nonparametric Classification Procedure Based onDD-Plot ⋮ Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions ⋮ Computing Halfspace Depth and Regression Depth ⋮ The geometry of the affine invariant multivariate sign and rank methods ⋮ Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis ⋮ MU-estimation and smoothing ⋮ Influence function of halfspace depth ⋮ Robust Hotelling's T2control charts under non-normality: the case oft-Student distribution ⋮ Depth Measures for Multivariate Functional Data ⋮ Influence functions of some depth functions, and application to depth-weighted L-statistics ⋮ Discussion of ``Multivariate functional outlier detection by Mia Hubert, Peter Rousseeuw and Pieter Segaert ⋮ Pareto depth for functional data ⋮ Biclustering scatter plots using data depth measures ⋮ Power of depth-based nonparametric tests for multivariate locations ⋮ Multivariate Functional Halfspace Depth ⋮ Process capability vector for multivariate nonlinear profiles ⋮ Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter ⋮ Resampling-based Classification Using Depth for Functional Curves ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion ⋮ A triangle test for equality of distribution functions in high dimensions ⋮ A new statistical depth function with applications to multimodal data ⋮ Depth-based weighted empirical likelihood and general estimating equations ⋮ Lens data depth and median ⋮ Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms ⋮ A new type of multivariate records: depth-based records ⋮ From Depth to Local Depth: A Focus on Centrality ⋮ Integral trimmed regions ⋮ Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types ⋮ Weak convergence of discretely observed functional data with applications ⋮ Simplicial bivariate tests for randomness ⋮ The main contributions of robust statistics to statistical science and a new challenge ⋮ Robust mean-variance portfolio through the weighted \(L^p\) depth function ⋮ Computation of projection regression depth and its induced median ⋮ Approximate computation of projection depths ⋮ Between data cleaning and inference: pre-averaging and robust estimators of the efficient price ⋮ Computing depth contours of bivariate point clouds ⋮ Incomplete generalized \(L\)-statistics ⋮ Convergence of depth contours for multivariate datasets ⋮ Convergence of quantile and depth regions ⋮ Validating DEA as a ranking tool: an application of DEA to assess performance in higher education ⋮ Robust estimators and tests for bivariate copulas based on likelihood depth ⋮ A note on lower bounds for colourful simplicial depth ⋮ Robust estimating equation based on statistical depth ⋮ On the effect of inliers on the spatial median ⋮ Asymptotics of stationary points of local simplicial depth in the univariate case ⋮ Multidimensional trimming based on projection depth ⋮ Stahel-Donoho kernel estimation for fixed design nonparametric regression models ⋮ Median balls: An extension of the interquantile intervals to multivariate distributions ⋮ Approximating majority depth ⋮ Discriminant analysis based on statistical depth ⋮ Depth notions for orthogonal regression ⋮ A note on the robustness of multivariate medians ⋮ Local depth ⋮ Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure ⋮ Bridging centrality and extremity: refining empirical data depth using extreme value statistics ⋮ Computing projection depth and its associated estimators ⋮ Algorithms for bivariate medians and a Fermat-Torricelli problem for lines. ⋮ Nonparametric multivariate rank tests and their unbiasedness ⋮ A simpler proof of the Boros-Füredi-Bárány-Pach-Gromov theorem ⋮ A generalized multivariate kurtosis ordering and its applications ⋮ Trimmed regions induced by parameters of a probability ⋮ On the uniform consistency of the zonoid depth ⋮ A half-region depth for functional data ⋮ More colourful simplices ⋮ Weighted-mean trimming of multivariate data ⋮ High dimensional data analysis using multivariate generalized spatial quantiles ⋮ Integrated data depth for smooth functions and its application in supervised classification ⋮ Reprint of: Approximating majority depth ⋮ Data depth for simple orthogonal regression with application to crack orientation ⋮ Generalized Mahalanobis depth in the reproducing kernel Hilbert space ⋮ Consistency and robustness of tests and estimators based on depth ⋮ Data depth based on spatial rank. ⋮ New robust tests for the parameters of the Weibull distribution for complete and censored data ⋮ Depth functions as measures of representativeness ⋮ Multivariate ranking using elliptical peeling ⋮ Tensor-based projection depth ⋮ Some intriguing properties of Tukey's half-space depth ⋮ Characterizing angular symmetry and regression symmetry. ⋮ Projection-based depth functions and associated medians ⋮ Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions ⋮ Consistency of non-integrated depths for functional data ⋮ Multivariate functional outlier detection ⋮ Discussion of ``Multivariate functional outlier detection, by Mia Hubert, Peter Rousseeuw and Pieter Segaert ⋮ Depth-based runs tests for bivariate central symmetry ⋮ Limit theorems for the simplicial depth ⋮ On the performance of bivariate robust location estimators under contamination ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Geometric medians ⋮ Oja centers and centers of gravity ⋮ Supervised classification for functional data: a weighted distance approach ⋮ A functional analysis of NOx levels: location and scale estimation and outlier detection ⋮ Robust estimation and classification for functional data via projection-based depth notions ⋮ The expected convex hull trimmed regions of a sample ⋮ On the statistical efficiency of robust estimators of multivariate location ⋮ Some extensions of Tukey's depth function ⋮ Fast nonparametric classification based on data depth ⋮ Large sample and robust properties of \(\widetilde {L} ^{2}\)-median ⋮ Depth estimators and tests based on the likelihood principle with application to regression ⋮ Directional outlyingness for multivariate functional data ⋮ Multivariate Functional Data Visualization and Outlier Detection ⋮ Distribution-free tests for polynomial regression based on simplicial depth ⋮ On depth measures and dual statistics. A methodology for dealing with general data ⋮ Classification based on depth transvariations ⋮ Topological sweep of the complete graph ⋮ Depth for curve data and applications ⋮ On data depth in infinite dimensional spaces ⋮ Point set stratification and Delaunay depth ⋮ The catline for deep regression ⋮ Depth-based inference for functional data ⋮ Calculation of simplicial depth estimators for polynomial regression with applications ⋮ Detection of chatter vibration in a drilling process using multivariate control charts ⋮ The random Tukey depth ⋮ Data depth, random simplices and multivariate dispersion ⋮ Second-order accuracy of depth-based bootstrap confidence regions ⋮ Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) ⋮ Projection based scatter depth functions and associated scatter estimators ⋮ On the optimality of the max-depth and max-rank classifiers for spherical data. ⋮ Halfspace depth and regression depth characterize the empirical distribution ⋮ On a robust and efficient maximum depth estimator ⋮ Permutation tests for multivariate location problems ⋮ A lower bound for computing Oja depth ⋮ A large deviation theorem for \(U\)-processes ⋮ High-dimensional computation of the deepest location. ⋮ Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean. ⋮ On distribution-free tests for the multivariate two-sample location-scale model ⋮ Simplified simplicial depth for regression and autoregressive growth processes ⋮ Lower bounds for computing statistical depth. ⋮ Computing halfspace depth contours based on the idea of a circular sequence
