Generalization of the simplicial depth: no vanishment outside the convex hull of the distribution support
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2019
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| _version_ | 1866910294775693312 |
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| author | Francisci, Giacomo Nieto-Reyes, Alicia Agostinelli, Claudio |
| author_facet | Francisci, Giacomo Nieto-Reyes, Alicia Agostinelli, Claudio |
| contents | The simplicial depth, like other relevant multivariate statistical data depth functions, vanishes right outside the convex hull of the support of the distribution with respect to which the depth is computed. This is problematic when it is required to differentiate among points outside the convex hull of the distribution support, with respect to which the depth is computed, based on their depth values. We provide the first proposal for simplicial depth which do not vanish right outside the convex hull of the distribution. The properties of the proposal and of the corresponding estimator are studied theoretically and by means of Monte Carlo simulations and analysis of datasets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1909_02739 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Generalization of the simplicial depth: no vanishment outside the convex hull of the distribution support Francisci, Giacomo Nieto-Reyes, Alicia Agostinelli, Claudio Statistics Theory The simplicial depth, like other relevant multivariate statistical data depth functions, vanishes right outside the convex hull of the support of the distribution with respect to which the depth is computed. This is problematic when it is required to differentiate among points outside the convex hull of the distribution support, with respect to which the depth is computed, based on their depth values. We provide the first proposal for simplicial depth which do not vanish right outside the convex hull of the distribution. The properties of the proposal and of the corresponding estimator are studied theoretically and by means of Monte Carlo simulations and analysis of datasets. |
| title | Generalization of the simplicial depth: no vanishment outside the convex hull of the distribution support |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/1909.02739 |