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

Yijun Zuo and Shaoyong Lai

Computational Statistics & Data Analysis, 2011, vol. 55, issue 3, 1173-1179

Abstract: The idea of data depth provides a new and promising methodology for multivariate nonparametric analysis. Nevertheless, the computation of data depth and the depth function has remained as a very challenging problem which has hindered the methodology from becoming more prevailing in practice. The same is true for the powerful Stahel-Donoho (S-D) estimator. Here, we present an exact algorithm for the computation of the bivariate projection depth (PD) of data points and consequently of the S-D estimator.

Keywords: Projection; depth; Exact; computation; Stahel-Donoho; estimator (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (6)

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