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arXiv 2107.13779stat.ME
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抽象度量空间中的统计深度

Statistical depth in abstract metric spaces

Gery Geenens, Alicia Nieto-Reyes, Giacomo Francisci

摘要:

深度的概念已被证明是非常重要的多变量和功能数据分析,因为它基本上作为一个替代的概念是一个排名的观察,这是缺席在一个以上的维度。由于技术的快速发展,特别是“大数据”的出现,我们在这里将这一概念扩展到一般的度量空间,提出了一个自然的深度测量,并探索其作为统计深度函数的属性。在一般度量空间中工作允许深度针对手头的数据和分析的最终目标进行定制,这是考虑到现代数据集的多态性的非常理想的属性。几个真实数据分析充分说明了这种灵活性。

英文摘要:

The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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