Publication:
A half-graph depth for functional data

Loading...
Thumbnail Image
Identifiers
Publication date
2005-04
Defense date
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
Abstract
A recent and highly attractive area of research in statistics is the analysis of functional data. In this paper a new definition of depth for functional observations is introduced based on the notion of "half-graph" of a curve. It has computational advantages with respect to other concepts of depth previously proposed. The half-graph depth provides a natural criterion to measure the centrality of a function within a sample of curves. Based on this depth a sample of curves can be ordered from the center outward and L-statistics are defined. The properties of the half-graph depth, such as the consistency and uniform convergence, are established. A simulation study shows the robustness of this new definition of depth when the curves are contaminated. Finally real data examples are analyzed.
Description
Keywords
Bibliographic citation