A local depth measure for general data

We introduce the Integrated Dual Local Depth which is a local depth measure for data in a Banach space based on the use of one-dimensional projections. The properties of a depth measure are analyzed under this setting and a proper definition of local symmetry is given. Moreover, strong consistency results for the local depth and also for the local depth regions are attained. Finally, applications to descriptive data analysis and classification are analyzed, making the special focus on multivariate functional data, where we obtain very promising results.

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