Computing zonoid trimmed regions of dimension d>2
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References listed on IDEAS
- Gleb A. Koshevoy & Karl Mosler, 2007. "Multivariate Lorenz dominance based on zonoids," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(1), pages 57-76, March.
- Ignacio Cascos & Ilya Molchanov, 2007. "Multivariate risks and depth-trimmed regions," Finance and Stochastics, Springer, vol. 11(3), pages 373-397, July.
- Ruts, Ida & Rousseeuw, Peter J., 1996. "Computing depth contours of bivariate point clouds," Computational Statistics & Data Analysis, Elsevier, vol. 23(1), pages 153-168, November.
- Lopez-Pintado, Sara & Romo, Juan, 2007. "Depth-based inference for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4957-4968, June.
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- Wiechers, Christof, 2011. "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics 4/11, University of Cologne, Institute of Econometrics and Statistics.
- Liu, Xiaohui & Zuo, Yijun, 2015. "CompPD: A MATLAB Package for Computing Projection Depth," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 65(i02).
- repec:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0697-8 is not listed on IDEAS
- Bazovkin, Pavel & Mosler, Karl, 2012.
"An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension,"
Journal of Statistical Software,
Foundation for Open Access Statistics, vol. 47(i13).
- Bazovkin, Pavel & Mosler, Karl, 2010. "An exact algorithm for weighted-mean trimmed regions in any dimension," Discussion Papers in Econometrics and Statistics 6/10, University of Cologne, Institute of Econometrics and Statistics.
- Dyckerhoff, Rainer & Mozharovskyi, Pavlo, 2016. "Exact computation of the halfspace depth," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 19-30.
- Chiara GIGLIARANO & Karl MOSLER, 2009. "Measuring middle-class decline in one and many attributes," Working Papers 333, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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