On the combination of depth-based ranks

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dc.contributor.author Cascos Fernández, Ignacio
dc.contributor.author Montes, Ignacio
dc.date.accessioned 2021-03-26T13:28:45Z
dc.date.available 2021-03-26T13:28:45Z
dc.date.issued 2018-01-01
dc.identifier.bibliographicCitation Cascos 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. 79-88
dc.identifier.isbn 978-3-319-73847-5
dc.identifier.uri http://hdl.handle.net/10016/32245
dc.description.abstract The 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.
dc.description.sponsorship This 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.
dc.language.iso eng
dc.publisher Springer
dc.relation.ispartofseries Studies in Systems, Decision and Control book series
dc.relation.ispartofseries 142
dc.rights © Springer International Publishing
dc.subject.other P-Value
dc.subject.other Control Charts
dc.subject.other Dephts
dc.title On the combination of depth-based ranks
dc.type bookPart
dc.subject.eciencia Estadística
dc.identifier.doi https://doi.org/10.1007/978-3-319-73848-2_7
dc.rights.accessRights openAccess
dc.relation.projectID Gobierno de España. ECO2015-66593-P
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 79
dc.identifier.publicationlastpage 88
dc.identifier.publicationtitle The mathematics of the uncertain: a tribute to Pedro Gil
dc.identifier.uxxi CO/0000009459
dc.contributor.funder Ministerio de Economía y Competitividad (España)
dc.affiliation.dpto UC3M. Departamento de Estadística
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