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Journal Article
On exact computation of some statistics based on projection pursuit in a general regression context
: Communications in Statistics - Simulation and Computation vol.40, 6 (2011), p. 948-956
: CEZ:AV0Z10750506
: 1M06047, GA MŠk
: projection pursuit, projection depth, regression depth, quantile regression, multivariate quantile, exact computation
: 10.1080/03610918.2011.560730
: http://library.utia.cas.cz/separaty/2011/SI/siman-0364133.pdf
(eng): 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.
: BA