The Mahalanobis distance for functional data with applications to classification

17 Apr 2013Esdras JosephPedro GaleanoRosa E. Lillo

This paper presents a general notion of Mahalanobis distance for functional data that extends the classical multivariate concept to situations where the observed data are points belonging to curves generated by a stochastic process. More precisely, a new semi-distance for functional observations that generalize the usual Mahalanobis distance for multivariate datasets is introduced... (read more)

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