MULTIVARIATE QUANTILES AND MULTIPLE-OUTPUT REGRESSION QUANTILES: FROM L ₁ OPTIMIZATION TO HALFSPACE DEPTH [with Discussion and …

M Hallin, D Paindaveine, M Šiman, Y Wei… - The Annals of …, 2010 - JSTOR
A new multivariate concept of quantile, based on a directional version of Koenker and
Bassett's traditional regression quantiles, is introduced for multivariate location and multiple …

Multivariate functional halfspace depth

G Claeskens, M Hubert, L Slaets… - Journal of the American …, 2014 - Taylor & Francis
This article defines and studies a depth for multivariate functional data. By the multivariate
nature and by including a weight function, it acknowledges important characteristics of …

Exact computation of the halfspace depth

R Dyckerhoff, P Mozharovskyi - Computational Statistics & Data Analysis, 2016 - Elsevier
For computing the exact value of the halfspace depth of a point wrt a data cloud of n points in
arbitrary dimension, a theoretical framework is suggested. Based on this framework a whole …

Data fusion: theory, methods, and applications

M Gagolewski - arXiv preprint arXiv:2208.01644, 2022 - arxiv.org
A proper fusion of complex data is of interest to many researchers in diverse fields, including
computational statistics, computational geometry, bioinformatics, machine learning, pattern …

On the least trimmed squares estimator

DM Mount, NS Netanyahu, CD Piatko, R Silverman… - Algorithmica, 2014 - Springer
The linear least trimmed squares (LTS) estimator is a statistical technique for fitting a linear
model to a set of points. Given a set of n points in ℝ d and given an integer trimming …

Robust ridge estimator in restricted semiparametric regression models

M Roozbeh - Journal of Multivariate Analysis, 2016 - Elsevier
In this paper, ridge and non-ridge type estimators and their robust forms are defined in the
semiparametric regression model when the errors are dependent and some non-stochastic …

A new approach for the computation of halfspace depth in high dimensions

Y Zuo - Communications in Statistics-Simulation and …, 2019 - Taylor & Francis
Halfspace depth (HD), aka Tukey depth, is one of the most prevailing depth notions among
all its competitors. To exactly compute the HD in R d (d> 2) is a challenging task …

[HTML][HTML] Absolute approximation of Tukey depth: Theory and experiments

D Chen, P Morin, U Wagner - Computational Geometry, 2013 - Elsevier
A Monte Carlo approximation algorithm for the Tukey depth problem in high dimensions is
introduced. The algorithm is a generalization of an algorithm presented by Rousseeuw and …

On the quality of randomized approximations of Tukey's depth

S Briend, G Lugosi, RI Oliveira - arXiv preprint arXiv:2309.05657, 2023 - arxiv.org
Tukey's depth (or halfspace depth) is a widely used measure of centrality for multivariate
data. However, exact computation of Tukey's depth is known to be a hard problem in high …

Computation of robust statistics: depth, median, and related measures

PJ Rousseeuw, M Hubert - Handbook of discrete and …, 2017 - api.taylorfrancis.com
As statistical data sets grow larger and larger, the availability of fast and efficient algorithms
becomes ever more important in practice. Classical methods are often easy to compute …