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

computationapproximate and exact algorithmsdepth 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

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• Regression Depth
• Robust Statistics
• Robustness and Complex Data Structures
• Robustness of deepest regression
• The Least Trimmed Differences Regression Estimator and Alternatives
• The deepest regression method
• 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
• Least sum of squares of trimmed residuals regression
• On general notions of depth for regression
• An algorithm for deepest multiple regression
• Exactly computing bivariate projection depth contours and median

Describes a project that uses

Uses Software

• LOQO
• CG+

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