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Statistical depth functions are a standard tool in nonparametric statistics to extend order-based univariate methods to the multivariate setting. Since there is no universally accepted total order for fuzzy data (even in the univariate…

Statistics Theory · Mathematics 2024-01-05 Luis González-De La Fuente , Alicia Nieto-Reyes , Pedro Terán

The recently defined concept of a statistical depth function for fuzzy sets provides a theoretical framework for ordering fuzzy sets with respect to the distribution of a fuzzy random variable. One of the most used and studied statistical…

Methodology · Statistics 2022-07-27 Luis González-De La Fuente , Alicia Nieto-Reyes , Pedro Terán

We study a statistical data depth with respect to compact convex random sets which is consistent with the multivariate Tukey depth and the Tukey depth for fuzzy sets. In doing so, we provide a series of properties for statistical data depth…

Statistics Theory · Mathematics 2022-06-30 Luis González-De La Fuente , Alicia Nieto-Reyes , Pedro Terán

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

In 1975 John Tukey proposed a multivariate median which is the 'deepest' point in a given data cloud in R^d. Later, in measuring the depth of an arbitrary point z with respect to the data, David Donoho and Miriam Gasko considered…

Statistics Theory · Mathematics 2017-12-18 Karl Mosler

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

In this article we introduce a notion of depth functions for data types that are not given in standard statistical data formats. We focus on data that cannot be represented by one specific data structure, such as normed vector spaces. This…

Statistics Theory · Mathematics 2024-10-17 Hannah Blocher , Georg Schollmeyer

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…

Statistics Theory · Mathematics 2012-01-06 Subhajit Dutta , Anil K. Ghosh , Probal Chaudhuri

John W. Tukey (1975) defined statistical data depth as a function that determines centrality of an arbitrary point with respect to a data cloud or to a probability measure. During the last decades, this seminal idea of data depth evolved…

Methodology · Statistics 2020-02-24 Pierre Lafaye de Micheaux , Pavlo Mozharovskyi , Myriam Vimond

Identification of the center of a data cloud is one of the basic problems in statistics. One popular choice for such a center is the median, and several versions of median in finite dimensional spaces have been studied in the literature. In…

Statistics Theory · Mathematics 2014-02-13 Anirvan Chakraborty , Probal Chaudhuri

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

Determining the representativeness of a point within a data cloud has recently become a desirable task in multivariate analysis. The concept of statistical depth function, which reflects centrality of an arbitrary point, appears to be…

Computation · Statistics 2016-03-02 Pavlo Mozharovskyi

Is there a natural way to order data in dimension greater than one? The approach based on the notion of data depth, often associated with John Tukey, is among the most popular. Tukey's depth has found applications in robust statistics,…

Statistics Theory · Mathematics 2026-01-13 Stanislav Minsker , Yinan Shen

The concept of median/consensus has been widely investigated in order to provide a statistical summary of ranking data, i.e. realizations of a random permutation $\Sigma$ of a finite set, $\{1,\; \ldots,\; n\}$ with $n\geq 1$ say. As it…

Machine Learning · Computer Science 2022-01-21 Morgane Goibert , Stéphan Clémençon , Ekhine Irurozki , 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

Data depth proves successful in the analysis of multivariate data sets, in particular deriving an overall center and assigning ranks to the observed units. Two key features are: the directions of the ordering, from the center towards the…

Methodology · Statistics 2016-01-26 Claudio Agostinelli

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 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

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

We develop a novel exploratory tool for non-Euclidean object data based on data depth, extending the celebrated Tukey's depth for Euclidean data. The proposed metric halfspace depth, applicable to data objects in a general metric space,…

Methodology · Statistics 2021-09-02 Xiongtao Dai , Sara Lopez-Pintado
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