Zonoid Data Depth:
Theory and Computation

Rainer Dyckerhoff, Gleb Koshevoy and Karl Mosler

Abstract:

A new notion of data depth in d-space is presented, called the zonoid data depth. It is affine equivariant and has useful continuity and monotonicity properties. An efficient algorithm is developed that calculates the depth of a given point with respect to a d-variate empirical distribution.

Rainer Dyckerhoff
Fri Nov 22 14:21:59 MET 1996