Arbeitspapier
An exact algorithm for weighted-mean trimmed regions in any dimension
Trimmed regions are a powerful tool of multivariate data analysis. They describe a probability distribution in Euclidean d-space regarding location, dispersion, and shape, and they order multivariate data with respect to their centrality. Dyckerhoff and Mosler (201x) have introduced the class of weighted-mean trimmed regions, which possess attractive properties regarding continuity, subadditivity, and monotonicity. We present an exact algorithm to compute the weighted-mean trimmed regions of a given data cloud in arbitrary dimension d. These trimmed regions are convex polytopes in Rd. To calculate them, the algorithm builds on methods from computational geometry. A characterization of a region's facets is used, and information about the adjacency of the facets is extracted from the data. A key problem consists in ordering the facets. It is solved by the introduction of a tree-based order. The algorithm has been programmed in C++ and is available as an R package.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Papers in Statistics and Econometrics ; No. 6/10
- Classification
-
Wirtschaft
- Subject
-
central regions
data depth
multivariate data analysis
convex polytope
computational geometry
algorithm
C++, R
- Event
-
Geistige Schöpfung
- (who)
-
Bazovkin, Pavel
Mosler, Karl
- Event
-
Veröffentlichung
- (who)
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University of Cologne, Seminar of Economic and Social Statistics
- (where)
-
Cologne
- (when)
-
2010
- Handle
- Last update
-
10.03.2025, 11:41 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bazovkin, Pavel
- Mosler, Karl
- University of Cologne, Seminar of Economic and Social Statistics
Time of origin
- 2010
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