English

Band depths based on multiple time instances

Statistics Theory 2017-03-29 v1 Statistics Theory

Abstract

Bands of vector-valued functions f:TRdf:T\mapsto\mathbb{R}^d are defined by considering convex hulls generated by their values concatenated at mm different values of the argument. The obtained mm-bands are families of functions, ranging from the conventional band in case the time points are individually considered (for m=1m=1) to the convex hull in the functional space if the number mm of simultaneously considered time points becomes large enough to fill the whole time domain. These bands give rise to a depth concept that is new both for real-valued and vector-valued functions.

Keywords

Cite

@article{arxiv.1703.09269,
  title  = {Band depths based on multiple time instances},
  author = {Ignacio Cascos and Ilya Molchanov},
  journal= {arXiv preprint arXiv:1703.09269},
  year   = {2017}
}

Comments

12 pages

R2 v1 2026-06-22T18:58:29.079Z