Bhattacharyya and Kshirsagar Bounds in Generalized Gamma Distribution

In this article, we consider the exact computation of the famous halfspace depth (HD) and regression depth (RD) from the view of cutting a convex cone with hyperplanes. Two new algorithms are proposed for computing these two notions of depth. The first one is relatively straightforward but quite inefficient, whereas the second one is much faster. It is noteworthy that both of them can be implemented to spaces with dimension beyond three. Some numerical examples are also provided in what follows to illustrate the performances.