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The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten

A functional data depth provides a center-outward ordering criterion which allows the definition of measures such as median, trimmed means, central regions or ranks in a functional framework. A functional data depth can be global or local.…

Methodology · Statistics 2018-07-06 Carlo Sguera , Rosa E. Lillo

Functional depth is used for ranking functional observations from most outlying to most typical. The ranks produced by functional depth have been proposed as the basis for functional classifiers, rank tests, and data visualization…

Methodology · Statistics 2016-11-02 James P. Long , Jianhua Z. Huang

Data depth functions are a generalization of one-dimensional order statistics and medians to real spaces of dimension greater than one; in particular, a data depth function quantifies the centrality of a point with respect to a data set or…

Statistics Theory · Mathematics 2016-05-17 Michael Burr , Robert Fabrizio

A data depth measures the centrality of a point with respect to an empirical distribution. Postulates are formulated, which a depth for functional data should satisfy, and a general approach is proposed to construct multivariate data depths…

Methodology · Statistics 2018-01-31 Karl Mosler , Yulia Polyakova

Data depth is a powerful nonparametric tool originally proposed to rank multivariate data from center outward. In this context, one of the most archetypical depth notions is Tukey's halfspace depth. In the last few decades notions of depth…

Methodology · Statistics 2024-05-27 Hyemin Yeon , Xiongtao Dai , Sara Lopez-Pintado

Directional data arise in many applications where observations are naturally represented as unit vectors or as observations on the surface of a unit hypersphere. In this context, statistical depth functions provide a center--outward…

Methodology · Statistics 2026-02-24 Giuseppe Gismondi , Rebecca Rivieccio , Giuseppe Pandolfo

Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…

Applications · Statistics 2018-11-06 Xudong Zhang

Functional depth is the functional data analysis technique that orders a functional data set. Unlike the case of data on the real line, defining this order is non-trivial, and particularly, with functional data, there are a number of…

Methodology · Statistics 2022-06-29 Alicia Nieto-Reyes , John A. D. Aston

Data depths are score functions that quantify in an unsupervised fashion how central is a point inside a distribution, with numerous applications such as anomaly detection, multivariate or functional data analysis, arising across various…

Machine Learning · Statistics 2025-07-14 Arturo Castellanos , Pavlo Mozharovskyi

Statistical depth is the act of gauging how representative a point is compared to a reference probability measure. The depth allows introducing rankings and orderings to data living in multivariate, or function spaces. Though widely applied…

Statistics Theory · Mathematics 2021-05-28 George Wynne , Stanislav Nagy

As a measure for the centrality of a point in a set of multivariate data, statistical depth functions play important roles in multivariate analysis, because one may conveniently construct descriptive as well as inferential procedures…

Methodology · Statistics 2017-10-12 Xiaohui Liu , Yuanyuan Li

Statistical analysis of functional data is challenging due to their complex patterns, for which functional depth provides an effective means of reflecting their ordering structure. In this work, we investigate practical aspects of the…

Methodology · Statistics 2026-02-27 Filip Bočinec , Stanislav Nagy , Hyemin Yeon

The concept of data depth leads to a center-outward ordering of multivariate data, and it has been effectively used for developing various data analytic tools. While different notions of depth were originally developed for finite…

Methodology · Statistics 2014-02-13 Anirvan Chakraborty , Probal Chaudhuri

Statistical depth, a commonly used analytic tool in non-parametric statistics, has been extensively studied for multivariate and functional observations over the past few decades. Although various forms of depth were introduced, they are…

Methodology · Statistics 2019-09-30 Weilong Zhao , Zishen Xu , Yun Yang , Wei Wu

The statistical rank tests play important roles in univariate non-parametric data analysis. If one attempts to generalize the rank tests to a multivariate case, the problem of defining a multivariate order will occur. It is not clear how to…

Computational Geometry · Computer Science 2019-05-28 Rasoul Shahsavarifar

We introduce a novel projection depth for data lying in a general Hilbert space, called the regularized projection depth, with a focus on functional data. By regularizing projection directions, the proposed depth does not suffer from the…

Methodology · Statistics 2025-12-24 Filip Bočinec , Stanislav Nagy , Hyemin Yeon

The main focus of this work is on providing a formal definition of statistical depth for functional data on the basis of six properties, recognising topological features such as continuity, smoothness and contiguity. Amongst our depth…

Statistics Theory · Mathematics 2015-10-15 Alicia Nieto-Reyes , Heather Battey

The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which is absent in more than one dimension. Motivated by the rapid…

Methodology · Statistics 2021-07-30 Gery Geenens , Alicia Nieto-Reyes , Giacomo Francisci

We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies of depth functions in linear and metric spaces, there is very little discussion on depth functions…

Machine Learning · Computer Science 2024-02-12 Hannah Blocher , Georg Schollmeyer , Christoph Jansen , Malte Nalenz
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