Adaptive Exponential Power Depth with Application to Classification

Adaptive Exponential Power Depth with Application to Classification
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自适应指数幂深度及其在分类中的应用

DOI:
10.1007/s00357-018-9264-z
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发表时间:
2018-10
影响因子:
2
通讯作者:
Wang Xueqin
Wang Xueqin
中科院分区:
计算机科学4区
文献类型:
--
作者:
Jiang Yunlu;Wen Canhong;Wang Xueqin

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Depth functions have many applications in multivariate data analysis, including discriminant analysis and classification. In this paper, we introduce a novel class of data depth: exponential power depth (EPD) functions. Under some conditions, we show that the EPD functions are a statistical depth function, and the sample EPD functions are consistent and asymptotically normal. Based on the proposed EPD functions, we construct a DD-plot (depth-versus-depth plot), which can be applied to the classification problem. Since the EPD functions contain the two tuning parameters, we provide a data-driven approach to select these tuning parameters. The simulation studies and two real data analysis are conducted to assess the finite sample performance of the proposed method.
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