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arXiv 2402.08285math.STstat.MEstat.TH
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角半空间深度的理论性质

Theoretical properties of angular halfspace depth

Stanislav Nagy, Petra Laketa

AI总结:

本文全面探讨了角半空间深度(ahD)的理论性质,证明其满足统计深度函数的理想性质,并推导了方向中位数集合与中心区域的一致连续性/一致性结果。

摘要:

角半空间深度(ahD)是对著名的半空间(或Tukey)深度在方向数据设置下的一种自然推广。它允许我们为支撑在单位球面上的数据集定义非参数推断的元素,例如中位数、分位数间区域或秩统计量。尽管ahD在1987年就被提出,但它在文献中从未获得充分的认可,这主要是由于缺乏用于其计算的高效算法。随着计算方面的最新进展,ahD展现出为方向数据集开发可行的非参数统计技术的潜力。在本文中,我们全面探讨了ahD的理论性质。我们证明,类似于多元数据的经典半空间深度,ahD同样满足统计深度函数的许多理想性质。此外,我们推导了相关方向中位数集合的一致连续性/一致性结果,以及ahD的中心区域结果,后者代表了方向数据分位数的一种基于深度的类比。

英文摘要:

The angular halfspace depth (ahD) is a natural modification of the celebrated halfspace (or Tukey) depth to the setup of directional data. It allows us to define elements of nonparametric inference, such as the median, the inter-quantile regions, or the rank statistics, for datasets supported in the unit sphere. Despite being introduced in 1987, ahD has never received ample recognition in the literature, mainly due to the lack of efficient algorithms for its computation. With the recent progress on the computational front, ahD however exhibits the potential for developing viable nonparametric statistics techniques for directional datasets. In this paper, we thoroughly treat the theoretical properties of ahD. We show that similarly to the classical halfspace depth for multivariate data, also ahD satisfies many desirable properties of a statistical depth function. Further, we derive uniform continuity/consistency results for the associated set of directional medians, and the central regions of ahD, the latter representing a depth-based analogue of the quantiles for directional data.

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