SCATTER HALFSPACE DEPTH: GEOMETRIC INSIGHTS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F20%3A10419110" target="_blank" >RIV/00216208:11320/20:10419110 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=BQREgFZxYL" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=BQREgFZxYL</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/AM.2020.0333-19" target="_blank" >10.21136/AM.2020.0333-19</a>
Alternative languages
Result language
angličtina
Original language name
SCATTER HALFSPACE DEPTH: GEOMETRIC INSIGHTS
Original language description
Scatter halfspace depth is a statistical tool that allows one to quantify the fitness of a candidate covariance matrix with respect to the scatter structure of a probability distribution. The depth enables simultaneous robust estimation of location and scatter, and nonparametric inference on these. A handful of remarks on the definition and the properties of the scatter halfspace depth are provided. It is argued that the currently used notion of this depth is well suited especially for symmetric random vectors. The scatter halfspace depth closely relates to an appropriate distance of matrix-generated ellipsoids from an upper level set of the (location) halfspace depth function. Several modifications and extensions to the scatter halfspace depth are considered, with their theoretical properties outlined.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GJ19-16097Y" target="_blank" >GJ19-16097Y: Geometric aspects of mathematical statistics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Applications of Mathematics
ISSN
0862-7940
e-ISSN
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Volume of the periodical
65
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
12
Pages from-to
287-298
UT code for WoS article
000544260100006
EID of the result in the Scopus database
2-s2.0-85087090540