Print Email Facebook Twitter Ordering multivariate observations by data depth Title Ordering multivariate observations by data depth Author Dijkshoorn, Michel (TU Delft Electrical Engineering, Mathematics and Computer Science; TU Delft Statistics) Contributor Cai, J. (mentor) Degree granting institution Delft University of Technology Programme Applied Mathematics Date 2019-07-08 Abstract In this thesis the theory of depth functions is researched. Depth functions are functions that measure data depth and order multivariate observations. Two depth functions are discussed: the halfspace and simplicial depth function. The halfspace depth of a point is defined as the smallest probability for which a closed halfspace contains that point. The simplicial depth of a point is defined as the probability of that point being contained in a simplex for which its vertices are independent and identically distributed. Contours allow us to visualize these depth functions. This theory is applied to simulations with multivariate distributions and to weather statistics. Subject StatisticsExtreme Value TheoryData analysis To reference this document use: http://resolver.tudelft.nl/uuid:decfc4b0-dc20-44f4-a2a6-9e6e2abc6e85 Part of collection Student theses Document type bachelor thesis Rights © 2019 Michel Dijkshoorn Files PDF Bachelor_Project.pdf 523.31 KB Close viewer /islandora/object/uuid:decfc4b0-dc20-44f4-a2a6-9e6e2abc6e85/datastream/OBJ/view