Beck, Thorsten; Uras, Burak R.; Pamuk, H.; Ramrattan, R. - Tilburg University, Center for Economic Research - 2015
Data depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis scheme. In particular, the halfspace depth is shown to have...