Exact computation of bivariate projection depth and the Stahel-Donoho estimator

DOI10.1016/j.csda.2010.09.010zbMath1328.65050OpenAlexW1979722589MaRDI QIDQ901483

Shaoyong Lai, YiJun Zuo

Publication date: 12 January 2016

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

Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.010

zbMATH Keywords

exact computationprojection depthStahel-Donoho estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (13)

EXPECTED MAXIMIZATION ALGORITHM: PROJECTION DEPTH APPROACH ⋮ Exactly computing bivariate projection depth contours and median ⋮ Computation of projection regression depth and its induced median ⋮ Employing the MCMC technique to compute the projection depth in high dimensions ⋮ A new approach for the computation of halfspace depth in high dimensions ⋮ Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure ⋮ Simulated annealing for higher dimensional projection depth ⋮ Computing projection depth and its associated estimators ⋮ Uniform convergence rates for the approximated halfspace and projection depth ⋮ Stahel–Donoho estimation for high-dimensional data ⋮ Multidimensional medians and uniqueness ⋮ On Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression Context ⋮ Adaptive exponential power depth with application to classification

Uses Software

• Expd2d
• AS 307

Cites Work

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• A resampling design for computing high-breakdown regression
• Multivariate risks and depth-trimmed regions
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Projection-based depth functions and associated medians
• General notions of statistical depth function.
• Structural properties and convergence results for contours of sample statistical depth functions.
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Data depths satisfying the projection property
• Computing zonoid trimmed regions of bivariate data sets
• Algorithm AS 307: Bivariate Location Depth
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator

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