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Part of the book series: Lecture Notes in Statistics ((LNS,volume 165))

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Abstract

A data depth is a function that indicates, in some sense, how deep a point is located with respect to a given data cloud (or to a given probability distribution) in d-space. The depth defines a center of the cloud, that is the set of deepest points, and measures how far away a point is located from the center. Various notions of data depth can be employed in procedures of multivariate data analysis, such as cluster analysis and the detection of outlying data. In multivariate statistical inference they are also used to construct rank tests for homogeneity against scale and location alternatives.

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© 2002 Springer Science+Business Media New York

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Mosler, K. (2002). Data depth. In: Multivariate Dispersion, Central Regions, and Depth. Lecture Notes in Statistics, vol 165. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0045-8_4

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  • DOI: https://doi.org/10.1007/978-1-4613-0045-8_4

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-95412-7

  • Online ISBN: 978-1-4613-0045-8

  • eBook Packages: Springer Book Archive

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