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arXiv 1208.1981stat.ME
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函数数据深度的一般概念

General notions of depth for functional data

Karl Mosler, Yulia Polyakova

摘要:

数据深度测量点相对于经验分布的中心性。提出了函数型数据深度应满足的假设,并给出了在Banach空间中构造多元数据深度的一般方法。新的方法,称为Phi-depth,是基于深度下确界在一个适当的集合Phi的R^d-值线性函数。本文建立了Phi深度及其推广形式的几个理想性质,一般概念包括许多新的深度作为特例。特别地,引入了位置斜率深度和主成分深度。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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