Robustness of deepest regression

DOI10.1006/jmva.1999.1870zbMath0955.62029OpenAlexW2037667414MaRDI QIDQ1570291

Peter J. Rousseeuw, Stefan Van Aelst

Publication date: 3 October 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://repository.uantwerpen.be/docman/irua/6ca3fb/5150.pdf

zbMATH Keywords

influence functionFisher consistencybreakdown valueregression depth

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

On depth and deep points: A calculus., Computation of projection regression depth and its induced median, Robust explicit estimators of Weibull parameters, High-breakdown robust multivariate methods, Non-asymptotic robustness analysis of regression depth median, Large sample properties of the regression depth induced median, Characterizing angular symmetry and regression symmetry., Robust regression quantiles., An algorithm for deepest multiple regression, Efficient algorithms for maximum regression depth, Depth estimators and tests based on the likelihood principle with application to regression, Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations, The limit of finite sample breakdown point of Tukey's halfspace median for general data, On general notions of depth for regression, Censored depth quantiles, Robustness of the deepest projection regression functional, Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods, The deepest regression method, Relationships between maximum depth and projection regression estimates

Cites Work

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• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Sensivity functions and numerical analysis of the repeated median slope
• Least Median of Squares Regression
• Regression Depth