On similarity of the sample depth contours

Abstract

In this paper, we investigate the similarity property of the sample projection depth contours. It turns out that some of these contours are of \emph{the same shape} with different sizes, following a similar fashion to the Mahalanobis depth contours. One advantage of this investigation is the potential of bringing convenience to the computation of the projection depth contours; the other one is that we may utilize this idea to extend both the halfspace depth and zonoid depth to versions that do not vanish outside the convex hull of the data cloud, aiming at overcoming the so-called `outside problem'. Examples are also provided to illustrate the main results.