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Computing multiple-output regression quantile regions
2012
Computational Statistics & Data Analysis
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 algorithm 1 is also investigated through extensive simulations.
doi:10.1016/j.csda.2010.11.014
fatcat:gmw3rcvpbvhmbe6towat2xy4xu