Extremal Depth for Functional Data and Applications

We propose a new notion called "extremal depth" (ED) for functional data, discuss its properties, and compare its performance with existing concepts. The proposed notion is based on a measure of extreme "outlyingness." ED has several desirable properties that are not shared by ot...

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Veröffentlicht in:Journal of the American Statistical Association 2016-12, Vol.111 (516), p.1705-1714
Hauptverfasser: Narisetty, Naveen N., Nair, Vijayan N.
Format: Artikel
Sprache:eng
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