An exact algorithm for weighted-mean trimmed regions in any dimension
Download full text from publisher
Other versions of this item:
- 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).
References listed on IDEAS
- Mosler, Karl & Lange, Tatjana & Bazovkin, Pavel, 2009. "Computing zonoid trimmed regions of dimension d>2," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2500-2510, May.
- Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008.
"Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth,"
Working Papers ECARES
2008_042, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davy Paindaveine & Miroslav Šiman, 2010. "Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth," ULB Institutional Repository 2013/127979, ULB -- Universite Libre de Bruxelles.
- K. Mosler, 2003. "Central regions and dependency," Econometrics 0309004, University Library of Munich, Germany.
- Dyckerhoff, Rainer & Mosler, Karl, 2011. "Weighted-mean trimming of multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 405-421, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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).
- Bazovkin, Pavel & Mosler, Karl, 2011. "Stochastic linear programming with a distortion risk constraint," Discussion Papers in Econometrics and Statistics 6/11, University of Cologne, Institute of Econometrics and Statistics.
- Bazovkin, Pavel, 2014. "Geometrical framework for robust portfolio optimization," Discussion Papers in Econometrics and Statistics 01/14, University of Cologne, Institute of Econometrics and Statistics.
- Liu, Xiaohui & Zuo, Yijun & Wang, Zhizhong, 2013. "Exactly computing bivariate projection depth contours and median," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 1-11.
More about this item
Keywordscentral regions; data depth; multivariate data analysis; convex polytope; computational geometry; algorithm; C++; R;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:ucdpse:610. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - Leibniz Information Centre for Economics). General contact details of provider: http://edirc.repec.org/data/sxkoede.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.