Hu, Yonggang; Li, Qiang; Wang, Yong; Wu, Yi - In: Computational Statistics 27 (2012) 3, pp. 523-530
In this paper, a novel projection-based depth based on the Rayleigh quotient, Rayleigh projection depth (RPD), is proposed. Although, the traditional projection depth (PD) has many good properties, it is indeed not practical due to its difficult computation, especially for the high-dimensional...