Depth of hyperplanes
So far, notions of data depths have been discussed that measure how deep a single point is located in a distribution. In many applications, particularly two-sample problems, a statistic is needed that measures how deep a set of points is located in a distribution. For this, the notion of data depth of a set or, more precisely, a data matrix has to be developed. Like in the case of point data depth, many notions are possible and, depending on the application, useful.
KeywordsData Matrice Location Shift Oriented Matroid Elliptical Distribution Combinatorial Invariance
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