Integrated depth for functional data: statistical properties and consistency

DOI10.1051/ps/2016005zbMath1357.62201OpenAlexW2334846698WikidataQ61719235 ScholiaQ61719235MaRDI QIDQ2954227

Marek Omelka, Daniel Hlubinka, Stanislav Nagy, Irène Gijbels

Publication date: 12 January 2017

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/564558

zbMATH Keywords

weak consistencymeasurabilitystrong consistencygeneralized medianfunctional dataintegrated depthcenter of symmetry

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Strong limit theorems (60F15)

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Weak convergence of discretely observed functional data with applications, Choosing among notions of multivariate depth statistics, Multivariate and functional classification using depth and distance, Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes, Depth-based reconstruction method for incomplete functional data, On a general definition of depth for functional data, Integrated Depths for Partially Observed Functional Data, Flexible integrated functional depths, Nonparametric depth and quantile regression for functional data, Data depth for measurable noisy random functions, Consistency of non-integrated depths for functional data, Integrated depth for measurable functions and sets, Halfspace depth and floating body, Detecting a structural change in functional time series using local Wilcoxon statistic, Integrated rank-weighted depth, Directional outlyingness for multivariate functional data, Pareto depth for functional data, A variable selection procedure for depth measures, Detecting and classifying outliers in big functional data

Uses Software

• fda (R)

Cites Work

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