The halfspace depth is a well-studied tool of nonparametric statistics in multivariate spaces. We introduce a flag halfspace – an intermediary between a closed halfspace and its interior – and demonst
We propose a novel partitioning clustering procedure based on the cumulative distribution function (CDF), called K -CDFs. For univariate data, the K -CDFs represent the cluster centers by
Expected shortfall (ES) has emerged as an important metric for characterizing the tail behavior of a random outcome, specifically associated with rarer events that entail severe consequences. In clima