Robustness of Deepest Regression

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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Year of publication:	2000
Authors:	Van Aelst, Stefan ; Rousseeuw, Peter J.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 73.2000, 1, p. 82-106
Publisher:	Elsevier
Subject:	breakdown value \| influence function \| regression depth

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221661