The Monte Carlo methods are widely used in many fields of modern science and technology. As an effective tool for multivariate statistical analysis, the statistical depth function has been used to extend the order statistics in multivariate statistical analysis. It has high robustness and has attracted more and more people's attention. This book mainly studies the approximate computation of statistical depth function based on Monte Carlo methods and its extension in regression analysis.

Wei Shao is an Associate Professor in the School of Management at Qufu Normal University. His research interests lie broadly in mathematical statistics, statistical and numerical computing, data depth and applications, data analysis, etc.