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On exact computation of some statistics based on projection pursuit in a general regression context
- 1.0364133 - ÚTIA 2012 RIV US eng J - Journal Article
Šiman, Miroslav
On exact computation of some statistics based on projection pursuit in a general regression context.
Communications in Statistics - Simulation and Computation. Roč. 40, č. 6 (2011), s. 948-956. ISSN 0361-0918. E-ISSN 1532-4141
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional research plan: CEZ:AV0Z10750506
Keywords : projection pursuit * projection depth * regression depth * quantile regression * multivariate quantile * exact computation
Subject RIV: BA - General Mathematics
Impact factor: 0.387, year: 2011
http://library.utia.cas.cz/separaty/2011/SI/siman-0364133.pdf
It is shown in detail how recent advances in multiple-output and projectional quantile regression open the door to exact computation of many inferential statistics based on projection pursuit. This is also illustrated on a few examples including new regression generalizations of multivariate skewness, kurtosis, and projection depth.
Permanent Link: http://hdl.handle.net/11104/0199693
Number of the records: 1