Halfspace depths for scatter, concentration and shape matrices

DOI10.1214/17-AOS1658zbMath1408.62100arXiv1704.06160MaRDI QIDQ1990580

Davy Paindaveine, Germain Van Bever

Publication date: 25 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.06160

zbMATH Keywords

robustnesselliptical distributionsstatistical depthcurved parameter spacesscatter matricesshape matrices

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (13)

Illumination Depth ⋮ Choosing among notions of multivariate depth statistics ⋮ Depth and outliers for samples of sets and random sets distributions ⋮ The zonoid region parameter depth ⋮ Simple powerful robust tests based on sign depth ⋮ Tukey’s Depth for Object Data ⋮ Halfspace depths for scatter, concentration and shape matrices ⋮ On general notions of depth for regression ⋮ Depth for curve data and applications ⋮ Intrinsic Data Depth for Hermitian Positive Definite Matrices ⋮ Scatter halfspace depth for \(K\)-symmetric distributions ⋮ Scatter halfspace depth: geometric insights. ⋮ Unnamed Item

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