An exact algorithm for weighted-mean trimmed regions in any dimension
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- 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
- 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, EconWPA.
- 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.
- 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.
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Keywordscentral regions; data depth; multivariate data analysis; convex polytope; computational geometry; algorithm; C++; R;
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