What is Statistical Depth? | The Five Depth Functions | Mahalanobis Depth | Tukey (Halfspace) Depth | Liu Simplicial Depth | Projection Depth | Spatial Depth | The depth Object | Depth-Based Median | Depth-Based Ranks | Central Region | Outlier Detection | Visualising Outliers | The DD-Plot | High-Dimensional Performance | References

Introduction | Simulating Factor Model Data | The Recommended Estimator: Ahn & Horenstein (2013) | Comparing All Estimators | Scree Plot | Finite Sample Performance | Notes on Individual Estimators | Bai & Ng (2002) and ABC (2010) | Lam & Yao (2012) | Onatski (2009) | Onatski (2010) | References