A half-graph depth for functional data

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dc.contributor.author López Pintado, Sara
dc.contributor.author Romo, Juan
dc.date.accessioned 2006-11-09T10:56:57Z
dc.date.available 2006-11-09T10:56:57Z
dc.date.issued 2005-04
dc.identifier.uri http://hdl.handle.net/10016/223
dc.description.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.
dc.format.extent 1251162 bytes
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 2005-03
dc.title A half-graph depth for functional data
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws051603
dc.affiliation.dpto UC3M. Departamento de Estadística
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