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General notions of depth for functional ...
Mosler, Karl...
General notions of depth for functional data by Mosler, Karl ( Author )
Australian National University
27-07-2023
A data depth measures the centrality of a point with respect to an empirical distribution. Postulates are formulated, which a depth for functional data should satisfy, and a general approach is proposed to construct multivariate data depths in Banach spaces. The new approach, mentioned as Phi-depth, is based on depth infima over a proper set Phi of R^d-valued linear functions. Several desirable properties are established for the Phi-depth and a generalized version of it. The general notions include many new depths as special cases. In particular a location-slope depth and a principal component depth are introduced.
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Article
pdf
29.34 KB
English
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MYR 0.01
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http://arxiv.org/abs/1208.1981
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