Robustness of deepest regression (Q1570291): Difference between revisions

The notion of the regression depth is one of the most interesting and important notions recently studied in multivariate analysis. The authors investigate the robustness properties of deepest regressions. It is shown that the deepest regression functional is Fisher-consistent for the conditional median, and has a breakdown value of 1/3 in all dimensions. Its influence function is also derived and compared with sensitivity functions.