An integrated local depth measure
Lucas Fernandez-Piana () and
Marcela Svarc ()
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Lucas Fernandez-Piana: Universidad de San Andrés
Marcela Svarc: Universidad de San Andrés
AStA Advances in Statistical Analysis, 2022, vol. 106, issue 2, No 1, 175-197
Abstract:
Abstract We introduce the Integrated Dual Local Depth, which is a local depth measure for data in a Banach space based on the use of one-dimensional projections. The properties of a depth measure are analyzed under this setting and a proper definition of local symmetry is given. Moreover, strong consistency results for the local depth and also, for local depth regions are attained. Finally, applications to descriptive data analysis and classification are analyzed, making a special focus on multivariate functional data, where we obtain very promising results.
Keywords: Classification; Data depth; Multivariate functional data; Projection procedures (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:106:y:2022:i:2:d:10.1007_s10182-021-00424-6
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DOI: 10.1007/s10182-021-00424-6
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