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Data depth in Multivariate Statistics

Ignacio Cascos
Dept. de Estadística
Universidad Carlos III de Madrid
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Ángel López
Dept. de Estadística
Universidad Carlos III de Madrid
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Juan Romo
Dept. de Estadística
Universidad Carlos III de Madrid
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  • Abstract
    The term depth in multivariate statistics refers to the degree of centrality of a point with respect to a multivariate probability distribution or a data cloud. There are several classical notions of depth, each of them inducing a, possibly different, center-outward ordering in the observations of a data cloud. We will review a number of those definitions of depth and introduce some of their applications as they have been proposed in the statistical literature.
  • Keywords: Data depth, Depth-trimming, Halfspace depth, Simplicial depth, Zonoid depth.
  • AMS Subject classifications: 62H05, 60D05.
  • PDF PDF (1.01 MB)