Simplicial depth and its median: Selected properties and limitations
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3A10452034" target="_blank" >RIV/00216208:11320/23:10452034 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=TLsnSFPJHG" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=TLsnSFPJHG</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1002/sam.11605" target="_blank" >10.1002/sam.11605</a>
Alternative languages
Result language
angličtina
Original language name
Simplicial depth and its median: Selected properties and limitations
Original language description
Depth functions are important tools of nonparametric statistics that extend orderings, ranks, and quantiles to the setup of multivariate data. We revisit the classical definition of the simplicial depth and explore its theoretical properties when evaluated with respect to datasets or measures that do not necessarily possess a symmetric density. Recent advances from discrete geometry are used to refine the results about the robustness and continuity of the simplicial depth and its induced multivariate median. Further, we compute the exact simplicial depth in several scenarios and point out some undesirable behavior: (i) the simplicial depth does not have to be maximized at the center of symmetry of the distribution, (ii) it is not necessarily unimodal, and can possess local extremes, and (iii) the sets of the induced multivariate medians or other central regions do not have to be connected.
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
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GX19-28231X" target="_blank" >GX19-28231X: DyMoDiF - Dynamic Models for the Digital Finance</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistical Analysis and Data Mining
ISSN
1932-1864
e-ISSN
1932-1872
Volume of the periodical
16
Issue of the periodical within the volume
4
Country of publishing house
US - UNITED STATES
Number of pages
17
Pages from-to
374-390
UT code for WoS article
000919456100001
EID of the result in the Scopus database
2-s2.0-85143890261