Monotonicity properties of spatial depth

Stanislav Nagy

Statistics & Probability Letters, 2017, vol. 129, issue C, 373-378

Abstract: We investigate the monotonicity properties of the spatial depth for multivariate data. We show that the spatial depth does not decrease monotonically with respect to the deepest point. Moreover, an answer to the conjecture of Gao (2003) is provided.

Keywords: Data depth; Geometric median; Monotonicity; Spatial depth; Spatial median (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.06.025

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