A0252
Title: Exact computation of the scatter halfspace depth
Authors: Stanislav Nagy - Charles University (Czech Republic) [presenting]
Abstract: The scatter halfspace depth (sHD) is an extension of the location halfspace (also called Tukey) depth applicable in the nonparametric analysis of scatter. Using sHD, it is possible to define minimax optimal robust scatter estimators for multivariate data. The problem of exact computation of sHD for data of dimension $d > 1$ has, however, not been addressed in the literature. We develop an exact algorithm for the computation of sHD in any dimension $d$.
