Computation of projection regression depth and its induced median

DOI10.1016/J.CSDA.2021.107184MaRDI QIDQ830082zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

approximate and exact algorithmscomputationdepth in regressionmaximum depth estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Computing projection depth and its associated estimators
• Large sample properties of the regression depth induced median
• Computing halfspace depth and regression depth
• Regression Depth
• Relationships between maximum depth and projection regression estimates

Cites work

• A new approach for the computation of halfspace depth in high dimensions
• Absolute approximation of Tukey depth: theory and experiments
• An interior-point algorithm for nonconvex nonlinear programming
• Bias-robust estimates of regression based on projections
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Computing halfspace depth and regression depth
• Computing multiple-output regression quantile regions
• Computing zonoid trimmed regions of dimension \(d>2\)
• Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods
• Data depths satisfying the projection property
• Exact computation of bivariate projection depth and the Stahel-Donoho estimator
• General notions of statistical depth function.
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• Large sample properties of the regression depth induced median
• Least Median of Squares Regression
• LOQO:an interior point code for quadratic programming
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Numerical recipes. The art of scientific computing.
• On a notion of data depth based on random simplices
• On general notions of depth for regression
• Partitions ofN-Space by Hyperplanes
• Primal-dual methods for vertex and facet enumeration
• Projection-based depth functions and associated medians
• Regression Depth
• Robust Statistics
• Robustness and Complex Data Structures
• Robustness of deepest regression
• The deepest regression method
• The Least Trimmed Differences Regression Estimator and Alternatives
• The multivariate L ₁ -median and associated data depth
• The random Tukey depth
• Trimmed and Winsorized means based on a scaled deviation
• Trimmed and winsorized standard deviations based on a scaled deviation
• Zonoid trimming for multivariate distributions

Cited in

(5)

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

Describes a project that uses

Uses Software

• CG+
• LOQO

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