Statistical depth for fuzzy sets

Abstract

Statistical depth functions provide a way to order the elements of a space by their centrality in a probability distribution. That has been very successful for generalizing non-parametric order-based statistical procedures from univariate to multivariate and (more recently) to functional spaces. We introduce two general definitions of statistical depth which are adapted to fuzzy data. For that purpose, two concepts of symmetric fuzzy random variables are introduced and studied. Furthermore, a generalization of Tukey's halfspace depth to the fuzzy setting is presented and proved to satisfy the above notions, through a detailed study of its properties.