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Exactly computing bivariate projection depth contours and median

Xiaohui Liu, Yijun Zuo and Zhizhong Wang

Computational Statistics & Data Analysis, 2013, vol. 60, issue C, 1-11

Abstract: Among their competitors, projection depth and its induced estimators are very favorable because they can enjoy very high breakdown point robustness without having to pay the price of low efficiency, meanwhile providing a promising center-outward ordering of multi-dimensional data. However, their further applications have been severely hindered due to their computational challenge in practice. In this paper, we derive a simple form of the projection depth function, when (μ,σ)= (Med, MAD). This simple form enables us to extend the existing result of point-wise exact computation of projection depth (PD) of Zuo and Lai (2011) to depth contours and median for bivariate data.

Keywords: Projection depth; Projection median; Projection depth contour; Exact computation algorithm; Linear fractional functionals programming (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:60:y:2013:i:c:p:1-11

DOI: 10.1016/j.csda.2012.10.016

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