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Large sample properties of the regression depth induced median

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  • Zuo, Yijun

Abstract

Notions of depth in regression have been introduced and studied in the literature. Regression depth (RD) of Rousseeuw and Hubert (1999), the most famous one, is a direct extension of Tukey location depth (Tukey, 1975) to regression.

Suggested Citation

  • Zuo, Yijun, 2020. "Large sample properties of the regression depth induced median," Statistics & Probability Letters, Elsevier, vol. 166(C).
    • Handle: RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301826
    DOI: 10.1016/j.spl.2020.108879
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    References listed on IDEAS

    as
    1. Van Aelst, Stefan & Rousseeuw, Peter J., 2000. "Robustness of Deepest Regression," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 82-106, April.
    2. Carrizosa, Emilio, 1996. "A Characterization of Halfspace Depth," Journal of Multivariate Analysis, Elsevier, vol. 58(1), pages 21-26, July.
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