On Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression Context

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On Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression Context

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. Note: The following files were submitted by the author for peer...

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ژورنال

عنوان ژورنال: Communications in Statistics - Simulation and Computation

سال: 2011

ISSN: 0361-0918,1532-4141

DOI: 10.1080/03610918.2011.560730