Statistical depth in abstract metric spaces

The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion of ranking of observations which is absent in more than one dimension. Motivated by the rapid development of technology, in particular the advent of &quo...

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Detalles Bibliográficos
Autores: Geenens, Gery, Nieto Reyes, Alicia|||0000-0002-0268-3322, Francisci, Giacomo
Tipo de recurso: artículo
Fecha de publicación:2023
País:España
Institución:Universidad de Cantabria (UC)
Repositorio:UCrea Repositorio Abierto de la Universidad de Cantabria
Idioma:inglés
OAI Identifier:oai:repositorio.unican.es:10902/32315
Acceso en línea:https://hdl.handle.net/10902/32315
Access Level:acceso abierto
Palabra clave:Functional Data Analysis
Lens depth
Metric space
Statistical depth
Symbolic data análisis
Descripción
Sumario:The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion of ranking of observations which is absent in more than one dimension. Motivated by the rapid development of technology, in particular the advent of "Big Data", we extend here that concept to general metric spaces, propose a natural depth measure and explore its properties as a statistical depth function. Working in a general metric space allows the depth to be tailored to the data at hand and to the ultimate goal of the analysis, a very desirable property given the polymorphic nature of modern data sets. This flexibility is thoroughly illustrated by several real data analyses