A topologically valid construction of depth for functional data

Abstract

Numerous problems remain in the construction of statistical depth for functional data. Issues stem largely from the absence of a well-conceived notion of symmetry. The present paper proposes a topologically valid notion of symmetry for distributions on functional metric spaces and a corresponding notion of depth. The latter is shown to satisfy the axiomatic definition of functional depth introduced by Nieto-Reyes and Battey (2016).