Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis

DOI10.1214/23-ejs2189arXiv2106.11068OpenAlexW4389578136MaRDI QIDQ6184932

Stéphan Clémençon, Guillaume Staerman, Pavlo Mozharovskyi

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.11068

zbMATH Keywords

affine invarianceanomaly detectionstatistical depthintegrated rank-weighted depth

Mathematics Subject Classification ID

Multivariate analysis (62H99) Computational learning theory (68Q32) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

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