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Keywords:
data depth; nonparametric multivariate analysis; applications; rank
data depth; nonparametric multivariate analysis; applications; rank
Summary:
Data depth is an important concept of nonparametric approach to multivariate data analysis. The main aim of the paper is to review possible applications of the data depth, including outlier detection, robust and affine-equivariant estimates of location, rank tests for multivariate scale difference, control charts for multivariate processes, and depth-based classifiers solving discrimination problem.
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