Article ID Journal Published Year Pages File Type
415866 Computational Statistics & Data Analysis 2012 14 Pages PDF
Abstract

A procedure relying on linear programming techniques is developed to compute (regression) quantile regions that have been defined recently. In the location case, this procedure allows for computing halfspace depth regions even beyond dimension two. The corresponding algorithm is described in detail, and illustrations are provided both for simulated and real data. The efficiency of a Matlab implementation of the algorithm1 is also investigated through extensive simulations.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Authors
, ,