Employing the MCMC technique to compute the projection depth in high dimensions
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Publication:2141582
DOI10.1016/j.cam.2022.114278OpenAlexW4221010481WikidataQ114201861 ScholiaQ114201861MaRDI QIDQ2141582
Publication date: 25 May 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114278
Markov chain Monte Carloefficient simulated annealingmultiple try metropolisprojection depth computation
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
Uses Software
Cites Work
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