Non-asymptotic robustness analysis of regression depth median

DOI10.1016/j.jmva.2023.105247arXiv2009.00646MaRDI QIDQ6183697

YiJun Zuo

Publication date: 4 January 2024

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

Full work available at URL: https://arxiv.org/abs/2009.00646

zbMATH Keywords

finite-sample breakdown pointregression depthregression medianmaximum regression depth estimatornon-asymptotic robustness analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite sample breakdown of M- and P-estimators
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Highly efficient estimators of multivariate location with high breakdown point
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Aspects of robust linear regression
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Characterizing angular symmetry and regression symmetry.
• Robustness of deepest regression
• The deepest regression method
• On depth and deep points: A calculus.
• The influence function and maximum bias of Tukey's median
• Breakdown points for designed experiments
• Robustness of the half-space median
• On general notions of depth for regression
• Robustness of the deepest projection regression functional
• Finite sample breakdown point of Tukey's halfspace median
• The asymptotics of S-estimators in the linear regression model
• Least Median of Squares Regression
• The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
• Regression Depth
• Computing Halfspace Depth and Regression Depth
• Robust Statistics
• A General Qualitative Definition of Robustness
• Robust Statistics
• Some quantitative relationships between two types of finite sample breakdown point

This page was built for publication: Non-asymptotic robustness analysis of regression depth median