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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

The minimum divergence estimators have proved to be useful tools in the area of robust inference. The robustness of such estimators are measured using the classical Influence functions. However, in many complex situations like testing a…

Statistics Theory · Mathematics 2015-05-26 Abhik Ghosh

The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embedded fits to a model that are less influenced by…

Statistics Theory · Mathematics 2026-05-11 Jorge G. Adrover , Marcelo Ruiz

Neural networks are an indispensable model class for many complex learning tasks. Despite the popularity and importance of neural networks and many different established techniques from literature for stabilization and robustification of…

Machine Learning · Statistics 2022-11-21 Tino Werner

Recent developments on deep learning established some theoretical properties of deep neural networks estimators. However, most of the existing works on this topic are restricted to bounded loss functions or (sub)-Gaussian or bounded input.…

Machine Learning · Statistics 2024-05-09 William Kengne , Modou Wade

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

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

Notions of depth in regression have been introduced and studied in the literature. Regression depth (RD) of Rousseeuw and Hubert (1999), the most famous one, is a direct extension of Tukey location depth (Tukey (1975)) to regression. Like…

Statistics Theory · Mathematics 2020-07-13 Yijun Zuo

The maximum depth estimator (aka depth median) ($\bs{\beta}^*_{RD}$) induced from regression depth (RD) of Rousseeuw and Hubert (1999) (RH99) is one of the most prevailing estimators in regression. It possesses outstanding robustness…

Statistics Theory · Mathematics 2023-06-16 Yijun Zuo

Robust estimation of location is a fundamental problem in statistics, particularly in scenarios where data contamination by outliers or model misspecification is a concern. In univariate settings, methods such as the sample median and…

Statistics Theory · Mathematics 2025-05-07 Alejandro Cholaquidis , Ricardo Fraiman , Leonardo Moreno , Gonzalo Perera

Notions of depth in regression have been introduced and studied in the literature. The most famous example is Regression Depth (RD), which is a direct extension of location depth to regression. The projection regression depth (PRD) is the…

Computation · Statistics 2021-01-19 Yijun Zuo

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

This paper studies robust regression in the settings of Huber's $\epsilon$-contamination models. We consider estimators that are maximizers of multivariate regression depth functions. These estimators are shown to achieve minimax rates in…

Statistics Theory · Mathematics 2017-02-16 Chao Gao

We investigate the topics of sensitivity and robustness in feedforward and convolutional neural networks. Combining energy landscape techniques developed in computational chemistry with tools drawn from formal methods, we produce empirical…

Machine Learning · Statistics 2018-12-06 Timothy E. Wang , Yiming Gu , Dhagash Mehta , Xiaojun Zhao , Edgar A. Bernal

We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function, such as its value at a point, the regression discontinuity parameter, or a regression coefficient in a linear or partly…

Statistics Theory · Mathematics 2018-04-03 Timothy B. Armstrong , Michal Kolesár

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

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

General depth weighted scatter estimators are introduced and investigated. For general depth functions, we find out that these affine equivariant scatter estimators are Fisher consistent and unbiased for a wide range of multivariate…

Statistics Theory · Mathematics 2007-06-13 Yijun Zuo , Hengjian Cui

Among their competitors, projection depth and its induced estimators are very favorable because they can enjoy very high breakdown point robustness without having to pay the price of low efficiency, meanwhile providing a promising…

Computation · Statistics 2011-12-30 Xiaohui Liu , Yijun Zuo , Zhizhong Wang

During the past two decades there has been a lot of interest in developing statistical depth notions that generalize the univariate concept of ranking to multivariate data. The notion of depth has also been extended to regression models and…

Methodology · Statistics 2015-08-18 Peter J. Rousseeuw , Mia Hubert
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