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Mosler K, Mozharovskyi P. Choosing Among Notions of Multivariate Depth Statistics. Stat Sci 2022. [DOI: 10.1214/21-sts827] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Karl Mosler
- Karl Mosler is Professor, Institute of Econometrics and Statistics, University of Cologne, Universitätsstrasse 24, 50923 Cologne, Germany
| | - Pavlo Mozharovskyi
- Pavlo Mozharovskyi is Associate Professor, LTCI, Telecom Paris, Institut Polytechnique de Paris, 19 Place Marguerite Perey, 91120 Palaiseau, France
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2
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Affiliation(s)
- Dimitri Konen
- Université libre de Bruxelles, ECARES and Département de Mathématique, Avenue F.D. Roosevelt, 50, ECARES, CP114/04, B-1050, Brussels, Belgium
| | - Davy Paindaveine
- Université libre de Bruxelles, ECARES and Département de Mathématique, Avenue F.D. Roosevelt, 50, ECARES, CP114/04, B-1050, Brussels, Belgium
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3
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Paindaveine D. On the measure of anchored Gaussian simplices, with applications to multivariate medians. BERNOULLI 2022. [DOI: 10.3150/21-bej1373] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Davy Paindaveine
- ECARES and Département de Mathématique, Université libre de Bruxelles, Avenue F.D. Roosevelt, 50, ECARES, CP114/04, B-1050, Brussels, Belgium
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4
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Agarwal G, Tu W, Sun Y, Kong L. Flexible quantile contour estimation for multivariate functional data: Beyond convexity. Comput Stat Data Anal 2022. [DOI: 10.1016/j.csda.2021.107400] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
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5
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Ghosal P, Sen B. Multivariate ranks and quantiles using optimal transport: Consistency, rates and nonparametric testing. Ann Stat 2022. [DOI: 10.1214/21-aos2136] [Citation(s) in RCA: 4] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Promit Ghosal
- Department of Mathematics, Massachusetts Institute of Technology
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Tang L, Li J. Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types. J Nonparametr Stat 2022. [DOI: 10.1080/10485252.2021.2025371] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Linli Tang
- Department of Statistics, University of California, Riverside, CA, USA
| | - Jun Li
- Department of Statistics, University of California, Riverside, CA, USA
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8
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Guha P, Chakraborty B. Visual tests for elliptically symmetric distributions. Stat (Int Stat Inst) 2021. [DOI: 10.1002/sta4.319] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/11/2022]
Affiliation(s)
- Pritha Guha
- Production, Operations and Decision Sciences Area XLRI‐Xavier School of Management Jamshedpur Jharkhand 831001 India
| | - Biman Chakraborty
- School of Mathematics University of Birmingham West Midlands B15 2TT UK
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9
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Dehghan S, Faridrohani MR. Non‐parametric depth‐based tests for the multivariate location problem. AUST NZ J STAT 2021. [DOI: 10.1111/anzs.12328] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/01/2022]
Affiliation(s)
- Sakineh Dehghan
- Department of Statistics Faculty of Mathematical Sciences University of Shahid Beheshti Tehran Iran
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Guha P, Chakraborty B. On a scale-scale plot for comparing multivariate distributions. COMMUN STAT-THEOR M 2020. [DOI: 10.1080/03610926.2020.1759639] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
Affiliation(s)
- Pritha Guha
- Productions, Operations and Decision Sciences XLRI, Xavier School of Management, Jamshedpur, Jharkhand, India
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12
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Ararat Ç, Hamel AH. Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections. THEORY OF PROBABILITY AND ITS APPLICATIONS 2020. [DOI: 10.1137/s0040585x97t989908] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/20/2022]
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13
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Charlier I, Paindaveine D, Saracco J. Multiple‐output quantile regression through optimal quantization. Scand Stat Theory Appl 2019. [DOI: 10.1111/sjos.12426] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
Affiliation(s)
| | - Davy Paindaveine
- ECARES and Département de MathématiqueUniversité Libre de Bruxelles
- Toulouse School of EconomicsUniversité Toulouse Capitole
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14
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Shams M. On weakly equivariant estimators. Stat Pap (Berl) 2019. [DOI: 10.1007/s00362-019-01149-0] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
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17
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Paindaveine D, Van Bever G. Halfspace depths for scatter, concentration and shape matrices. Ann Stat 2018. [DOI: 10.1214/17-aos1658] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Lietzén N, Pitkäniemi J, Heinävaara S, Ilmonen P. On Exploring Hidden Structures Behind Cervical Cancer Incidence. Cancer Control 2018; 25:1073274818801604. [PMID: 30251557 PMCID: PMC6156216 DOI: 10.1177/1073274818801604] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022] Open
Abstract
Finding new etiological components is of great interest in disease epidemiology.
We consider time series version of invariant coordinate selection (tICS) as an
exploratory tool in the search of hidden structures in the analysis of
population-based registry data. Increasing cancer burden inspired us to consider
a case study of age-stratified cervical cancer incidence in Finland between the
years 1953 and 2014. The latent components, which we uncover using tICS, show
that the etiology of cervical cancer is age dependent. This is in line with
recent findings related to the epidemiology of cervical cancer. Furthermore, we
are able to explain most of the variation of cervical cancer incidence in
different age groups by using only two latent tICS components. The second tICS
component, in particular, is interesting since it separates the age groups into
three distinct clusters. The factor that separates the three clusters is the
median age of menopause occurrence.
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Affiliation(s)
- Niko Lietzén
- 1 Department of Mathematics and Systems Analysis, Aalto University School of Science, Espoo, Finland
| | - Janne Pitkäniemi
- 2 Institute for Statistical and Epidemiological Cancer Research, Finnish Cancer Registry, Helsinki, Finland.,3 Department of Public Health, University of Helsinki, Helsinki, Finland
| | - Sirpa Heinävaara
- 2 Institute for Statistical and Epidemiological Cancer Research, Finnish Cancer Registry, Helsinki, Finland.,3 Department of Public Health, University of Helsinki, Helsinki, Finland
| | - Pauliina Ilmonen
- 1 Department of Mathematics and Systems Analysis, Aalto University School of Science, Espoo, Finland
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19
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Hamel AH, Kostner D. Cone distribution functions and quantiles for multivariate random variables. J MULTIVARIATE ANAL 2018. [DOI: 10.1016/j.jmva.2018.04.004] [Citation(s) in RCA: 17] [Impact Index Per Article: 2.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
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21
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On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data. J MULTIVARIATE ANAL 2018. [DOI: 10.1016/j.jmva.2018.02.003] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
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Affiliation(s)
- Olusola Makinde
- School of Mathematics, University of Birmingham, Birmingham, United Kingdom
- Department of Statistics, Federal University of Technology, Akure, Nigeria
| | - Biman Chakraborty
- School of Mathematics, University of Birmingham, Birmingham, United Kingdom
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23
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Depth-based nonparametric description of functional data, with emphasis on use of spatial depth. Comput Stat Data Anal 2017. [DOI: 10.1016/j.csda.2016.07.007] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/20/2022]
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26
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He Y, Einmahl JHJ. Estimation of extreme depth-based quantile regions. J R Stat Soc Series B Stat Methodol 2016. [DOI: 10.1111/rssb.12163] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
Affiliation(s)
- Yi He
- Tilburg University; The Netherlands
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Affiliation(s)
- Yves Dominicy
- Solvay Brussels School of Economics and Management; Université libre de Bruxelles, ECARES; Brussels Belgium
| | - Pauliina Ilmonen
- Department of Mathematics and Systems Analysis; Aalto University School of Science; Espoo Finland
| | - David Veredas
- Vlerick Business School and Ghent University; Gent Belgium
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28
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The depth-design: An efficient generation of high dimensional computer experiments. J Stat Plan Inference 2015. [DOI: 10.1016/j.jspi.2015.03.002] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/20/2022]
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29
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Hallin M, Lu Z, Paindaveine D, Šiman M. Local bilinear multiple-output quantile/depth regression. BERNOULLI 2015. [DOI: 10.3150/14-bej610] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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30
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Paindaveine D, Van Bever G. Discussion of “Multivariate Functional Outlier Detection”, by Mia Hubert, Peter Rousseeuw and Pieter Segaert. STAT METHOD APPL-GER 2015. [DOI: 10.1007/s10260-015-0307-x] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
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31
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Yu K, Dang X, Chen Y. Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix. COMMUN STAT-THEOR M 2015. [DOI: 10.1080/03610926.2012.755198] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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López-Rubio E. A Histogram Transform for ProbabilityDensity Function Estimation. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE 2014; 36:644-656. [PMID: 26353191 DOI: 10.1109/tpami.2013.246] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/05/2023]
Abstract
The estimation of multivariate probability density functions has traditionally been carried out by mixtures of parametric densities or by kernel density estimators. Here we present a new nonparametric approach to this problem which is based on the integration of several multivariate histograms, computed over affine transformations of the training data. Our proposal belongs to the class of averaged histogram density estimators. The inherent discontinuities of the histograms are smoothed, while their low computational complexity is retained. We provide a formal proof of the convergence to the real probability density function as the number of training samples grows, and we demonstrate the performance of our approach when compared with a set of standard probability density estimators.
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Clarke BR. Methodology in Robust and Nonparametric Statistics. By J. Jurečková, P.K. Sen, and J. Picek. Boca Raton, Florida: CRC Press. 2012. 410 pages. £63.99 (hardback). ISBN 978-1-4398-4068-9. AUST NZ J STAT 2014. [DOI: 10.1111/anzs.12060] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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Serfling R, Mazumder S. Computationally easy outlier detection via projection pursuit with finitely many directions. J Nonparametr Stat 2013. [DOI: 10.1080/10485252.2013.766335] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
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Sen B, Chaudhuri P. On Fractile Transformation of Covariates in Regression. J Am Stat Assoc 2012. [DOI: 10.1080/01621459.2011.646916] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
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Dang X, Serfling R. A numerical study of multiple imputation methods using nonparametric multivariate outlier identifiers and depth-based performance criteria with clinical laboratory data. J STAT COMPUT SIM 2011. [DOI: 10.1080/00949650903437842] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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Ilmonen P, Nevalainen J, Oja H. Characteristics of multivariate distributions and the invariant coordinate system. Stat Probab Lett 2010. [DOI: 10.1016/j.spl.2010.08.010] [Citation(s) in RCA: 29] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
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