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Statistical Depth for Functional Data

Publication

Abstract

In this work, we focus on data depth designed for infinite-dimensional spaces M and functional data. Initially, a review of depth functionals available in the literature is given.

The emphasis of the exposition is put on the unification of these diverse concepts from the theoretical point of view. It is shown that most of the established depths fall into the general framework of projection-driven functionals of either integrated, or infimal type.