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
收藏
页码：82 / 106
页数：25
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