Robustness of deepest regression (Q1570291): Difference between revisions
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Latest revision as of 21:31, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of deepest regression |
scientific article |
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Robustness of deepest regression (English)
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3 October 2000
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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.
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breakdown value
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influence function
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regression depth
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Fisher consistency
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