Simplicial similarity and its application to hierarchical clustering

Ángel López

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: In the present document, an extension of the statistical depth notion is introduced with the aim to allow for measuring proximities between pairs of points. In particular, we will extend the simplicial depth function, which measures how central is a point by using random simplices (triangles in the two-dimensional space). The paper is structured as follows: In first place, there is a brief introduction to statistical depth functions. Next, the simplicial similarity function will be defined and its properties studied. Finally, we will present a few graphical examples in order to show its behavior with symmetric and asymmetric distributions, and apply the function to hierarchical clustering.

Keywords: Statistical; depth; Similarity; measures; Hierarchical; clustering (search for similar items in EconPapers)
Date: 2010-06
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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