Computation of projection regression depth and its induced median

DOI10.1016/J.CSDA.2021.107184OpenAlexW3123887329MaRDI QIDQ830082FDOQ830082

Authors: Yijun Zuo 

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.11846

Recommendations

• Computing projection depth and its associated estimators
• Large sample properties of the regression depth induced median
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• Regression Depth
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zbMATH Keywords

computationapproximate and exact algorithmsdepth in regressionmaximum depth estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (5)

• On general notions of depth for regression
• Exactly computing bivariate projection depth contours and median
• An algorithm for deepest multiple regression
• Relationships between maximum depth and projection regression estimates
• Least sum of squares of trimmed residuals regression

Uses Software

• LOQO
• CG+

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