Exact computation of bivariate projection depth and the Stahel-Donoho estimator
The idea of data depth provides a new and promising methodology for multivariate non-parametric analysis Nevertheless the computation of data depth and the depth function his remained as a very challenging problem which has hindered the methodology from becoming more prevailing in practice The same is true for the powerful Stahel-Donoho (S-D) estimator Here we present an exact algorithm for the computation of the bivariate projection depth (PD) of data points and consequently of the S-D estimator (C) 2010 Elsevier B V All rights reserved
exact computation projection depth stahel-donoho estimator