Trimmed means for functional data

• Autores: Ricardo Fraiman , Graciela Muniz
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 10, Nº. 2, 2001, págs. 419-440
• Idioma: inglés
• DOI: 10.1007/bf02595706
• Texto completo no disponible (Saber más ...)
• Resumen

  • In practice, the use of functional data is often preferable to that of large finite-dimensional vectors obtained by discrete approximations of functions. In this paper a new concept of data depth is introduced for functional data. The aim is to measure the centrality of a given curve within a group of curves. This concept is used to define ranks and trimmed means for functional data. Some theoretical and practical aspects are discussed and a simulation study is given. The results show a good performance of our method, in terms of efficiency and robustness, when compared with the mean. Finally, a real-data example based on the Nasdaq 100 index is discussed