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stat.ME2020
Efficient Quantile Tracking Using an Oracle
Hugo L. Hammer, Anis Yazidi, Michael A. Riegler +1
For incremental quantile estimators the step size and possibly other tuning parameters must be carefully set. However, little attention has been given on how to set these values in…
stat.ME2020
Estimating Tukey Depth Using Incremental Quantile Estimators
Hugo Lewi Hammer, Anis Yazidi, Håvard Rue
The concept of depth represents methods to measure how deep an arbitrary point is positioned in a dataset and can be seen as the opposite of outlyingness. It has proved very useful…