Regression Depth

From MaRDI portal
Publication:4541220


DOI10.2307/2670155zbMath1007.62060WikidataQ57380617 ScholiaQ57380617MaRDI QIDQ4541220

Mia Hubert, Peter J. Rousseeuw

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2670155


62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

62J20: Diagnostics, and linear inference and regression


Related Items

Least absolute value regression: recent contributions, On approximate range counting and depth, Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions, Sample heterogeneity and M-estimation, Measuring overlap in binary regression., A note on multivariate \(M\)-quantiles, Depth estimators and tests based on the likelihood principle with application to regression, Some extensions of Tukey's depth function, Online signal extraction by robust linear regression, Efficient algorithms for maximum regression depth, Robustness against separation and outliers in logistic regression, Statistical properties of the Hough transform estimator in the presence of measurement errors, Distribution-free tests for polynomial regression based on simplicial depth, Bootstrapping complex functions, Point set stratification and Delaunay depth, Calculation of simplicial depth estimators for polynomial regression with applications, Robust learning from bites for data mining, Computing the least quartile difference estimator in the plane, Censored depth quantiles, The catline for deep regression, Halfspace depth and regression depth characterize the empirical distribution, An MCMC approach to classical estimation., Robust regression with high coverage., The complexity of hyperplane depth in the plane, Characterizing angular symmetry and regression symmetry., Robust regression quantiles., Projection-based depth functions and associated medians, Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), Robustness of deepest regression, Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics, Asymptotic distributions of the maximal depth estimators for regression and multivariate location, High-dimensional computation of the deepest location., Some pathological regression asymptotics under stable conditions, A journey in single steps: robust one-step \(M\)-estimation in linear regression, The deepest regression method, Lower bounds for computing statistical depth., Relationships between maximum depth and projection regression estimates, The Hough transform estimator, On data depth and distribution-free discriminant analysis using separating surfaces, Finite sample tail behavior of multivariate location estimators, General notions of statistical depth function., Structural properties and convergence results for contours of sample statistical depth functions., Maximum bias curves for robust regression with non-elliptical regressors, Comparison between various regression depth methods and the support vector machine to approximate the minimum number of misclassifications, Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods, On depth and deep points: A calculus., Projection estimates of multivariate location, The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities, On the Stahel-Donoho estimator and depth-weighted means of multivariate data., Behavior of elemental sets in regression, Weighted quantile regression with nonelliptically structured covariates