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Hauptverfasser: Shen, Chifeng, Fu, Yuejiao, Shi, Xiaoping, Chen, Michael
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2511.19375
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author Shen, Chifeng
Fu, Yuejiao
Shi, Xiaoping
Chen, Michael
author_facet Shen, Chifeng
Fu, Yuejiao
Shi, Xiaoping
Chen, Michael
contents Temporal point processes (TPPs) model the timing of discrete events along a timeline and are widely used in fields such as neuroscience and fi- nance. Statistical depth functions are powerful tools for analyzing centrality and ranking in multivariate and functional data, yet existing depth notions for TPPs remain limited. In this paper, we propose a novel product depth specifically designed for TPPs observed only up to the first k events. Our depth function comprises two key components: a normalized marginal depth, which captures the temporal distribution of the final event, and a conditional depth, which characterizes the joint distribution of the preceding events. We establish its key theoretical properties and demonstrate its practical utility through simulation studies and real data applications.
format Preprint
id arxiv_https___arxiv_org_abs_2511_19375
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Product Depth for Temporal Point Processes Observed Only Up to the First k Events
Shen, Chifeng
Fu, Yuejiao
Shi, Xiaoping
Chen, Michael
Methodology
Statistics Theory
62G35
Temporal point processes (TPPs) model the timing of discrete events along a timeline and are widely used in fields such as neuroscience and fi- nance. Statistical depth functions are powerful tools for analyzing centrality and ranking in multivariate and functional data, yet existing depth notions for TPPs remain limited. In this paper, we propose a novel product depth specifically designed for TPPs observed only up to the first k events. Our depth function comprises two key components: a normalized marginal depth, which captures the temporal distribution of the final event, and a conditional depth, which characterizes the joint distribution of the preceding events. We establish its key theoretical properties and demonstrate its practical utility through simulation studies and real data applications.
title Product Depth for Temporal Point Processes Observed Only Up to the First k Events
topic Methodology
Statistics Theory
62G35
url https://arxiv.org/abs/2511.19375