A half-region depth for functional data

  • Authors:
  • Sara López-Pintado;Juan Romo

  • Affiliations:
  • Department of Biostatistics, Columbia University, NY, USA and Departamento de Economía, Métodos Cuantitativos e Historia Económica, Universidad Pablo de Olavide, Sevilla, Spain;Departamento de Estadística, Universidad Carlos III de Madrid, Madrid, Spain

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2011

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Abstract

A new definition of depth for functional observations is introduced based on the notion of ''half-region'' determined by a curve. The half-region depth provides a simple and natural criterion to measure the centrality of a function within a sample of curves. It has computational advantages relative to other concepts of depth previously proposed in the literature which makes it applicable to the analysis of high-dimensional data. Based on this depth a sample of curves can be ordered from the center-outward and order statistics can be defined. The properties of the half-region depth, such as 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.