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

DOI10.1016/J.JMVA.2004.06.006zbMATH Open1065.62085OpenAlexW2025466105MaRDI QIDQ558064FDOQ558064

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

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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)

Cites Work

• Title not available (Why is that?)
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
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• Computing the distribution of quadratic forms in normal variables
• General notions of statistical depth function.
• Regression Depth
• Measuring overlap in binary regression.
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• On a notion of data depth based on random simplices
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Limit theorems for the simplicial depth
• The deepest regression method
• Structural properties and convergence results for contours of sample statistical depth functions.
• On depth and deep points: A calculus.
• On a notion of simplicial depth
• The catline for deep regression
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• Robustness of deepest regression
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (21)

• Simplified simplicial depth for regression and autoregressive growth processes
• Consistency and robustness of tests and estimators based on depth
• Depth notions for orthogonal regression
• Title not available (Why is that?)
• Distribution-free tests for polynomial regression based on simplicial depth
• K-sign depth: from asymptotics to efficient implementation
• Depth level set estimation and associated risk measures
• Robust estimators and tests for bivariate copulas based on likelihood depth
• Tests for multiple regression based on simplicial depth
• New robust tests for the parameters of the Weibull distribution for complete and censored data
• Sign depth tests in multiple regression
• Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
• Simple powerful robust tests based on sign depth
• Calculation of simplicial depth estimators for polynomial regression with applications
• Tests based on simplicial depth for AR(1) models with explosion
• Simplicial depth estimators and tests in examples from shape analysis
• Characterizing angular symmetry and regression symmetry.
• Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
• A weighted localization of halfspace depth and its properties
• Data depth for simple orthogonal regression with application to crack orientation
• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties

Uses Software

• AS 153

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