Robustness of deepest regression

被引：29

作者：

Van Aelst, S ^{[1
]}

Rousseeuw, PJ ^{[1
]}

机构：

[1] Univ Instelling Antwerp, Dept Math & Comp Sci, B-2610 Wilrijk, Belgium

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2000年 / 73卷 / 01期

关键词：

breakdown value; influence function; regression depth;

D O I：

10.1006/jmva.1999.1870

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 fur the conditional median, and has a breakdown value of 1/3 in all dimensions. We also derive its influence function, and compare it with sensitivity functions. (C) 2000 Academic Press.

引用

页码：82 / 106

页数：25

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