Multidimensional medians induced from depth functions as the generalizations of the univariate median have been proposed and studied. Like their univariate counterpart, they usually possess the desirable properties including affine equivariance, high breakdown point robustness, etc. Furthermore,...

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...