Robustness of deepest regression (Q1570291)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of deepest regression |
scientific article |
Statements
Robustness of deepest regression (English)
0 references
3 October 2000
0 references
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.
0 references
breakdown value
0 references
influence function
0 references
regression depth
0 references
Fisher consistency
0 references
