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On exact computation of some statistics based on projection pursuit in a general regression context
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SYSNO ASEP 0364133 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title On exact computation of some statistics based on projection pursuit in a general regression context Author(s) Šiman, Miroslav (UTIA-B) RID, ORCID Number of authors 1 Source Title Communications in Statistics - Simulation and Computation. - : Taylor & Francis - ISSN 0361-0918
Roč. 40, č. 6 (2011), s. 948-956Number of pages 9 s. Language eng - English Country US - United States Keywords projection pursuit ; projection depth ; regression depth ; quantile regression ; multivariate quantile ; exact computation Subject RIV BA - General Mathematics R&D Projects 1M06047 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) CEZ AV0Z10750506 - UTIA-B (2005-2011) UT WOS 000288678500010 DOI 10.1080/03610918.2011.560730 Annotation 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2012
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