Properties of statistical depth with respect to compact convex random sets. The Tukey depth

Abstract: We study a statistical data depth with respect to compact convex random sets which is consistent with the multivariate Tukey depth and the Tukey depth for fuzzy sets. In doing so, we provide a series of properties for statistical data depth with respect to compact convex random sets. These properties are an adaptation of properties that constitute the axiomatic notions of multivariate, functional and fuzzy depth functions and other well-known properties of depth.