Computing zonoid trimmed regions of dimension d>2

Karl Mosler, Tatjana Lange and Pavel Bazovkin

Computational Statistics & Data Analysis, 2009, vol. 53, issue 7, 2500-2510

Abstract: A probability distribution on Euclidean d-space can be described by its zonoid regions. These regions form a nested family of convex sets around the expectation, each being closed and bounded. The zonoid regions of an empirical distribution introduce an ordering of the data that has many applications in multivariate statistical analysis, e.g.cluster analysis, tests for multivariate location and scale, and risk analysis. An exact algorithm is developed to constructing the zonoid regions of a d-variate empirical distribution by their facets when d>=3. The vertices of the region and their adjacency are characterized, and a procedure is suggested by which all vertices and facets can be determined. The algorithm is available as an R-package.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(09)00033-4
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:53:y:2009:i:7:p:2500-2510

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().