Depth estimators and tests based on the likelihood principle with application to regression

DOI10.1016/J.JMVA.2004.06.006MaRDI QIDQ558064zbMATH OpenOpenAlexFDO

Authors Christine H. Müller

Publication date 30 June 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.06.006

zbMATH Keywords

Poisson distributionDegenerated \(U\)-statisticDistribution-free testsExponential distributionGeneralized linear modelsLikelihood depthLogistic regressionPolynomial regressionRegression depthSimplicial depthSpectral decomposition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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Cited in

(21)

• Consistency and robustness of tests and estimators based on depth
• Depth notions for orthogonal regression
• A weighted localization of halfspace depth and its properties
• Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
• Characterizing angular symmetry and regression symmetry.
• Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
• scientific article; zbMATH DE number 5669833 (Why is no real title available?)
• Simplicial depth estimators and tests in examples from shape analysis
• Simplified simplicial depth for regression and autoregressive growth processes
• Tests for multiple regression based on simplicial depth
• Data depth for simple orthogonal regression with application to crack orientation
• Calculation of simplicial depth estimators for polynomial regression with applications
• Simple powerful robust tests based on sign depth
• K-sign depth: from asymptotics to efficient implementation
• Tests based on simplicial depth for AR(1) models with explosion
• Distribution-free tests for polynomial regression based on simplicial depth
• Depth level set estimation and associated risk measures
• Robust estimators and tests for bivariate copulas based on likelihood depth
• New robust tests for the parameters of the Weibull distribution for complete and censored data
• Sign depth tests in multiple regression

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Uses Software

• AS 153

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