Depth classification based on affine-invariant, weighted and kernel-based spatial depth functions

Abstract EN

Several multivariate depth functions have been proposed in the literature, of which some satisfy all the conditions for statistical depth functions while some do not.

Spatial depth is known to be invariant to spherical and shift transformations.

In this paper, the possibility of using different versions of spatial depth in classification is considered.

The covariance-adjusted, weighted, and kernel-based versions of spatial depth functions are presented to classify multivariate outcomes.

We extend the maximal depth classification notions for the covariance-adjusted, weighted, and kernel-based spatial depth versions.

The classifiers' performance is considered and compared with some existing classification methods using simulated and real datasets.