Title of article
Robustness of Deepest Regression
Author/Authors
Van Aelst، نويسنده , , Stefan and Rousseeuw، نويسنده , , Peter J، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2000
Pages
25
From page
82
To page
106
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 13 in all dimensions. We also derive its influence function, and compare it with sensitivity functions.
Keywords
Breakdown value , Influence function , Regression depth
Journal title
Journal of Multivariate Analysis
Serial Year
2000
Journal title
Journal of Multivariate Analysis
Record number
1557636
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