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On the combination of depth-based ranks

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorCascos Fernández, Ignacio
dc.contributor.authorMontes, Ignacio
dc.contributor.funderMinisterio de Economía y Competitividad (España)es
dc.date.accessioned2021-03-26T13:28:45Z
dc.date.available2021-03-26T13:28:45Z
dc.date.issued2018-01-01
dc.description.abstractThe depth of a multivariate observation assesses its degree of centrality with respect to a probability distribution, and thus it can be interpreted as a measurement of the fit of the observation wrt the distribution. If such depth is transformed into a (depth-based) rank, then we obtain a kind of p-value of a goodness-of-fit test run on a single observation. For a sample of observations, the goal is to combine their ranks in order to decide whether they were taken from some prescribed distribution. From the meta-analysis literature, it is well known that there does not exist a combination procedure for such p-values (or ranks) that outperforms the remaining ones in all possible scenarios. Here we explore several combination procedures of the depth-based ranks and analyse their behaviour in the detection of some given shifts from a prescribed distribution.es
dc.description.sponsorshipThis work was started while Ignacio Montes was with the Department of Statistics of the Universidad Carlos III de Madrid. We acknowledge the financial support by projects ECO2015-66593 and TIN2014-59543-P.es
dc.identifier.bibliographicCitationCascos Fernandez, Ignacio; Montes, Ignacio (2018). On the combination of depth-based ranks. The mathematics of the uncertain: a tribute to Pedro Gil. Alemania: Springer. Pp. 79-88es
dc.identifier.doihttps://doi.org/10.1007/978-3-319-73848-2_7
dc.identifier.isbn978-3-319-73847-5
dc.identifier.publicationfirstpage79es
dc.identifier.publicationlastpage88es
dc.identifier.publicationtitleThe mathematics of the uncertain: a tribute to Pedro Giles
dc.identifier.urihttps://hdl.handle.net/10016/32245
dc.identifier.uxxiCO/0000009459
dc.language.isoenges
dc.publisherSpringeres
dc.relation.ispartofseriesStudies in Systems, Decision and Control book serieses
dc.relation.ispartofseries142es
dc.relation.projectIDGobierno de España. ECO2015-66593-Pes
dc.rights© Springer International Publishinges
dc.rights.accessRightsopen accesses
dc.subject.ecienciaEstadísticaes
dc.subject.otherP-Valuees
dc.subject.otherControl Chartses
dc.subject.otherDephtses
dc.titleOn the combination of depth-based rankses
dc.typebook part*
dc.type.hasVersionAM*
dspace.entity.typePublication
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