5 papers
Dimension-invariant uniform consistency of the empirical spatial distribution function and its associated spatial depth estimator
Felix Gnettner, Hyemin Yeon, Piotr Kokoszka
We provide a proof that the empirical spatial distribution estimator in as well as the corresponding plug-in estimator of the spatial depth are uniformly -consis…
Two approaches to multiple canonical correlation analysis for repeated measures data
Tomasz Górecki, MirosÅaw KrzyÅko, Felix Gnettner +1
In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly co…
seMCD: Sequentially implemented Monte Carlo depth computation with statistical guarantees
Felix Gnettner, Claudia Kirch, Alicia Nieto-Reyes
Statistical depth functions provide center-outward orderings in spaces of dimension larger than one, where a natural ordering does not exist. The numerical evaluation of such depth…
A new and flexible class of sharp asymptotic time-uniform confidence sequences
Felix Gnettner, Claudia Kirch
Confidence sequences are anytime-valid analogues of classical confidence intervals that do not suffer from multiplicity issues under optional continuation of the data collection. A…
Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
Felix Gnettner, Claudia Kirch, Alicia Nieto-Reyes
Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable…