Search Results - subject:"regression depth"

Distribution-free tests for polynomial regression based on simplicial depth

Wellmann, Robin; Harmand, Peter; Müller, Christine H. - In: Journal of Multivariate Analysis 100 (2009) 4, pp. 622-635

A general approach for developing distribution-free tests for general linear models based on simplicial depth is presented. In most relevant cases, the test statistic is a degenerated U-statistic so that the spectral decomposition of the conditional expectation of the kernel function is needed...

Persistent link: https://www.econbiz.de/10005153165

Measuring overlap in logistic regression

Christmann, Andreas; Rousseeuw, Peter J. - 1999

In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the …

Persistent link: https://www.econbiz.de/10009793277

Measuring overlap in logistic regression

Christmann, Andreas; Rousseeuw, Peter J. - 1999

In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the …

Persistent link: https://www.econbiz.de/10010316690

Measuring overlap in logistic regression

Christmann, Andreas; Rousseeuw, Peter J. - Institut für Wirtschafts- und Sozialstatistik, … - 1999

In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the …

Persistent link: https://www.econbiz.de/10010955375

The Deepest Regression Method

Van Aelst, Stefan; Rousseeuw, Peter J.; Hubert, Mia; … - In: Journal of Multivariate Analysis 81 (2002) 1, pp. 138-166

. Statis. Assoc.94, 388-402). The DR method is defined as the fit with largest regression depth relative to the data. In this … regression depth we derive tests for the true unknown parameters in the linear regression model. Moreover, we construct … simultaneous confidence regions based on bootstrapped estimates. We also use the maximal regression depth to construct a test for …

Persistent link: https://www.econbiz.de/10005093712

Robustness of Deepest Regression

Van Aelst, Stefan; Rousseeuw, Peter J. - In: Journal of Multivariate Analysis 73 (2000) 1, pp. 82-106

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....

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

Halfspace Depth and Regression Depth Characterize the Empirical Distribution

Struyf, Anja J.; Rousseeuw, Peter J. - In: Journal of Multivariate Analysis 69 (1999) 1, pp. 135-153

. The data need not be in general position. Moreover, we prove the same property for regression depth. …

Persistent link: https://www.econbiz.de/10005152998