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On the Consistency of Depth Functionals

Publication at Faculty of Mathematics and Physics |
2014

Abstract

Lately, a simple depth of infimal type for functional data has been proposed in the literature, but the consistency of the sample version has not been established yet. In this paper we find sufficient conditions for the uniform consistency of this depth to hold, and show that these cannot be weakened substantially.

Connections to other depth functionals used in practice are outlined.