Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
415866 | Computational Statistics & Data Analysis | 2012 | 14 Pages |
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
Davy Paindaveine, Miroslav Šiman,