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Distance-based Depths for Directional Data

Listed author(s):
  • Giuseppe Pandolfo
  • Davy Paindaveine
  • Giovanni Porzio

Directional data are constrained to lie on the unit sphere of Rq, for some q ≥ 2. To address the lack of a natural ordering for such data, depth functions have been defined on spheres. However, the depths available either lack flexibility or are so computationally expensive that they can only be used for very small dimensions q. In this work, we improve on this by introducing a class of distance-based depths for directional data. Irrespective of the distance adopted, these depths can easily be computed in high dimensions, too. We derive the main structural properties of the proposed depths and study how they depend on the distance used. We discuss the asymptotic and robustness properties of the corresponding deepest points. We show the practical relevance of the proposed depths in two inferential applications, related to (i) spherical location estimation and (ii) supervised classification. For both problems, we show through simulation studies that distance-based depths have strong advantages over their competitors.

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Paper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2017-35.

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Length: 20 p.
Date of creation: Oct 2017
Publication status: Published by:
Handle: RePEc:eca:wpaper:2013/258549
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