Bridging centrality and extremity: Refining empirical data depth using extreme value statistics

J.H.J. Einmahl, Jun Li, Regina Y. Liu

Type: Article

Publication Date: 2015-10-07

Citations: 18

DOI: https://doi.org/10.1214/15-aos1359

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The Annals of Statistics - View
arXiv (Cornell University) - View - PDF
Project Euclid (Cornell University) - View - PDF
RePEc: Research Papers in Economics - View - PDF
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Works That Cite This (15)

Action	Title	Year	Authors
+ PDF Chat	Illumination Depth	2020	Stanislav Nagy Jiří Dvořák
+	Generalization of the simplicial depth: no vanishment outside the convex hull of the distribution support	2019	Giacomo Francisci Alicia Nieto-Reyes Claudio Agostinelli
+	Halfspace depth and floating body	2019	Stanislav Nagy Carsten Schütt Elisabeth M. Werner
+ PDF Chat	Model-based statistical depth with applications to functional data	2023	Weilong Zhao Zishen Xu Mu Yue Yun Yang Wei Wu
+	Statistical functional depth	2017	Alicia Nieto-Reyes Heather Battey
+ PDF Chat	Halfspace depth does not characterize probability distributions	2019	Stanislav Nagy
+ PDF Chat	Nonparametric Imputation by Data Depth	2019	Pavlo Mozharovskyi Julie Josse François Husson
+ PDF Chat	Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution	2021	Dungang Liu Regina Y. Liu Min-ge Xie
+ PDF Chat	Estimation of Extreme Depth-Based Quantile Regions	2016	Yi He J.H.J. Einmahl
+	Illumination depth	2019	Stanislav Nagy Jiří Dvořák

Works Cited by This (29)

Action	Title	Year	Authors
+	On the generalized distance in statistics	1936	P. C. Mahalanobis
+ PDF Chat	On a Notion of Data Depth Based on Random Simplices	1990	Regina Y. Liu
+ PDF Chat	New Nonparametric Tests of Multivariate Locations and Scales Using Data Depth	2004	Jun Li Regina Y. Liu
+ PDF Chat	Regularly varying functions	2006	Hedegaard Jessen Thomas Mikosch
+	Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth	2010	Marc Hallin Davy Paindaveine Miroslav Šiman
+	A Quality Index Based on Data Depth and Multivariate Rank Tests	1993	Regina Y. Liu Kesar Singh
+ PDF Chat	General notions of statistical depth function	2000	Robert Serfling Yijun Zuo
+ PDF Chat	Breakdown Properties of Location Estimates Based on Halfspace Depth and Projected Outlyingness	1992	David L. Donoho Miriam Gasko
+ PDF Chat	A Simple General Approach to Inference About the Tail of a Distribution	1975	Bruce M. Hill
+	Balanced Confidence Regions Based on Tukey’s Depth and the Bootstrap	1997	Arthur B. Yeh Kesar Singh