Use of Depth Measure for Multivariate Functional Data in Disease Prediction: An Application to Electrocardiograph Signals.

In this paper we develop statistical methods to compare two independent samples of multivariate functional data that differ in terms of covariance operators. In particular we generalize the concept of depth measure to this kind of data, exploiting the role of the covariance operators in weighting the components that define the depth. Two simulation studies are carried out to validate the robustness of the proposed methods and to test their effectiveness in some settings of interest.