Abstract: Statistical depth functions are a standard tool in nonparametric statistics to extend order-based univariate methods to the multivariate setting. Since there is no universally accepted total order for fuzzy data (even in the univariate case) and there is a lack of parametric models, a fuzzy extension of depth-based methods is very interesting. In this paper, we adapt the multivariate depths projection depth and Lr-type depth functions to the fuzzy setting, proposing different generalizations for the Lr-type depths. We prove that the proposed fuzzy depth functions have very good properties, obtaining that the fuzzy projection depth is the second example in the literature to satisfy simultaneously the notion of semilinear and of geometric depth. This implies that the fuzzy projection depth is extremely well behave, to order fuzzy sets with respect to fuzzy random variables. Furthermore, we illustrate the good empirical behavior of the proposed fuzzy depth functions with a real data example of trapezoidal fuzzy sets and the used of fuzzy depths in depth-based classification procedures. Finally, as trapezoidal fuzzy sets can be represented by elements of R4, we justify our proposals by also showing empirically the superiority of the fuzzy depths over the multivariate projection depth applied to fuzzy sets.

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