An empirical depth function for multivariate data

被引：1

作者：

Tsao, Min ^{[1
]}

机构：

[1] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 3R4, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 01期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Statistical depth function; Empirical likelihood; Mahalanobis depth; LIKELIHOOD;

D O I：

10.1016/j.spl.2012.09.007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce an empirical depth function for multivariate data based on the empirical likelihood ratio for the mean. This empirical depth function is defined through the empirical distribution of a sample. It is centred on the sample mean and has continuous, smooth and convex contours which capture the shape of the data points. We also show that there is an asymptotic equivalence between the empirical depth and the Mahalanobis depth. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：213 / 218

页数：6

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