Robustness of deepest regression
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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.
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Cites work
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location
- scientific article; zbMATH DE number 3905646 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- scientific article; zbMATH DE number 1380577 (Why is no real title available?)
- Least Median of Squares Regression
- Regression Depth
- Sensivity functions and numerical analysis of the repeated median slope
Cited in
(25)- Censored depth quantiles
- Characterizing angular symmetry and regression symmetry.
- Robust regression quantiles.
- The deepest regression method
- Relationships between maximum depth and projection regression estimates
- The limit of finite sample breakdown point of Tukey's halfspace median for general data
- Continuity of halfspace depth contours and maximum depth estimators: Diagnostics of depth-related methods
- On depth and deep points: A calculus.
- On general notions of depth for regression
- Robustness of the deepest projection regression functional
- Large sample properties of the regression depth induced median
- Robust regression via mutivariate regression depth
- An algorithm for deepest multiple regression
- scientific article; zbMATH DE number 1489839 (Why is no real title available?)
- Regression Depth
- Robust Large Margin Deep Neural Networks
- Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
- Depth estimators and tests based on the likelihood principle with application to regression
- Depth notions for orthogonal regression
- Non-asymptotic robustness analysis of regression depth median
- Robust explicit estimators of Weibull parameters
- Data depth for simple orthogonal regression with application to crack orientation
- Computation of projection regression depth and its induced median
- High-breakdown robust multivariate methods
- Efficient algorithms for maximum regression depth
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