STATISTICS IN TRANSITION, cilt.24, sa.2, ss.1-16, 2023 (Scopus)
The coefficient of the variation function is a useful descriptive statistic, especially when
comparing the variability of more than two curve groups, even when they have significantly
different mean curves. Since the coefficient of variation function is the ratio of the mean and
standard deviation functions, its particular property is that it shows the acceleration more
explicitly than the standard deviation function. The aim of the study is twofold: to show that
the functional coefficient of variation is more sensitive to abrupt changes than the functional
standard deviation and to propose the utilisation of the functional coefficient of variation as
an outlier detection tool. Several simulation trials have shown that the coefficient of the
variation function allows the effects of outliers to be seen explicitly.
Key words: coefficient of variation function, outlier detection, functional data analysis.