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Tukey's depth offers a powerful tool for nonparametric inference and estimation, but also encounters serious computational and methodological difficulties in modern statistical data analysis. This paper studies how to generalize and compute…

Methodology · Statistics 2023-05-04 Yiyuan She , Shao Tang , Jingze Liu

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

Laboratory scientists are well equipped with statistical tools for univariate data, yet many phenomena of scientific interest are time-variant or otherwise multidimensional. Functional data analysis is one way of approaching such data: by…

Computation · Statistics 2023-02-28 Julian Lehrer , Mircea Teodorescu , Yohei Rosen

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

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

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 recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results…

Machine Learning · Statistics 2020-12-23 Moritz Herrmann , Fabian Scheipl

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

Starting with Tukey's pioneering work in the 1970's, the notion of depth in statistics has been widely extended especially in the last decade. These extensions include high dimensional data, functional data, and manifold-valued data. In…

Statistics Theory · Mathematics 2020-11-24 Alejandro Cholaquidis , Ricardo Fraiman , Fabrice Gamboa , Leonardo Moreno

Following the seminal idea of Tukey, data depth is a function that measures how close an arbitrary point of the space is located to an implicitly defined center of a data cloud. Having undergone theoretical and computational developments,…

Computation · Statistics 2016-08-16 Oleksii Pokotylo , Pavlo Mozharovskyi , Rainer Dyckerhoff

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

The concept of depth represents methods to measure how deep an arbitrary point is positioned in a dataset and can be seen as the opposite of outlyingness. It has proved very useful and a wide range of methods have been developed based on…

Methodology · Statistics 2020-01-09 Hugo Lewi Hammer , Anis Yazidi , Håvard Rue

The angular halfspace depth (ahD) is a natural modification of the celebrated halfspace (or Tukey) depth to the setup of directional data. It allows us to define elements of nonparametric inference, such as the median, the inter-quantile…

Statistics Theory · Mathematics 2024-02-14 Stanislav Nagy , Petra Laketa

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

Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis…

Statistics Theory · Mathematics 2015-10-30 John H. J. Einmahl , Jun Li , Regina Y. Liu

The notion of statistical depth has been extensively studied in multivariate and functional data over the past few decades. In contrast, the depth on temporal point process is still under-explored. The problem is challenging because a point…

Methodology · Statistics 2021-05-24 Zishen Xu , Chenran Wang , Wei Wu

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

Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable to spaces of any dimension, for instance, multivariate and…

Statistics Theory · Mathematics 2024-07-31 Felix Gnettner , Claudia Kirch , Alicia Nieto-Reyes

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

There has been extensive work on data depth-based methods for robust multivariate data analysis. Recent developments have moved to infinite-dimensional objects such as functional data. In this work, we propose a new notion of depth, the…

Methodology · Statistics 2016-11-16 Huang Huang , Ying Sun