摘要翻译:
基于$r^d$上的感兴趣分布和$d$维单位球上的参考分布之间的正则运输映射,我们提出了统计深度、多元分位数、秩和符号的新概念。新的深度概念,称为Monge-Kantorovich深度,在球面分布的情况下专门用于半空间深度,但对于更一般的分布,它与后者的不同之处在于它的轮廓能够说明感兴趣的分布的非凸特征。我们提出了Monge-Kantorovich深度等高线、分位数、秩和符号的总体版本的经验对应体,并通过建立经验输运图的一致收敛性质来证明它们的一致性,这是独立有趣的。
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英文标题:
《Monge-Kantorovich Depth, Quantiles, Ranks, and Signs》
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作者:
Victor Chernozhukov, Alfred Galichon, Marc Hallin, Marc Henry
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最新提交年份:
2015
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
We propose new concepts of statistical depth, multivariate quantiles, ranks and signs, based on canonical transportation maps between a distribution of interest on $R^d$ and a reference distribution on the $d$-dimensional unit ball. The new depth concept, called Monge-Kantorovich depth, specializes to halfspace depth in the case of spherical distributions, but, for more general distributions, differs from the latter in the ability for its contours to account for non convex features of the distribution of interest. We propose empirical counterparts to the population versions of those Monge-Kantorovich depth contours, quantiles, ranks and signs, and show their consistency by establishing a uniform convergence property for empirical transport maps, which is of independent interest.
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PDF链接:
https://arxiv.org/pdf/1412.8434