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Robustness of Deepest Regression

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Author Info
Van Aelst, Stefan
Rousseeuw, Peter J.

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Abstract

In this paper we investigate the robustness properties of the deepest regression, a method for linear regression introduced by Rousseeuw and Hubert [6]. We show that the deepest regression functional is Fisher-consistent for the conditional median, and has a breakdown value of in all dimensions. We also derive its influence function, and compare it with sensitivity functions.

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File URL: http://www.sciencedirect.com/science/article/B6WK9-45F4XC2-1K/2/d7187b80c9de3d57238d0e1b0c628fe3
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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 73 (2000)
Issue (Month): 1 (April)
Pages: 82-106
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Handle: RePEc:eee:jmvana:v:73:y:2000:i:1:p:82-106

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Related research
Keywords: breakdown value; influence function; regression depth;

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This page was last updated on 2009-12-3.

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