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The DOI matches its Crossref record; 28 of the 28 references it cites were found in a registry or an index.

General notions of statistical depth function

Serfling, Robert, Zuo, Yijun·2000·The Annals of Statistics

Abstract

Statistical depth functions are being formulated ad hoc with increasing popularity in nonparametric inference for multivariate data. Here we introduce several general structures for depth functions, classify many existing examples as special cases, and establish results on the possession, or lack thereof, of four key properties desirable for depth functions in general. Roughly speaking, these properties may be described as: affine invariance, maximality at center, monotonicity relative to deepest point, and vanishing at infinity. This provides a more systematic basis for selection of a depth function. In particular, from these and other considerations it is found that the halfspace depth behaves very well overall in comparison with various competitors.

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Metadata

Authors
Serfling, R., & Zuo, Y.
Venue
The Annals of Statistics
Published
2000-04-01
Volume
28
Issue
2
Pages
461-482
ISSN
0090-5364 (ISSN-L)
OpenAlex
W2016440615
Cited by
819
References
28
FWCI
8.25
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: General notions of statistical depth function. https://app.cochat.ai/papers/10.1214/aos/1016218226
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Serfling, R., & Zuo, Y. (2000). General notions of statistical depth function. The Annals of Statistics. https://doi.org/10.1214/aos/1016218226

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