Robustness of Deepest Regression
Stefan Van Aelst and
Peter Rousseeuw ()
Journal of Multivariate Analysis, 2000, vol. 73, issue 1, 82-106
In this paper we investigate the robustness properties of the deepest regression, a method for linear regression introduced by Rousseeuw and Hubert . We show that the deepest regression functional is Fisher-consistent for the conditional median, and has a breakdown value of in all dimensions. We also derive its influence function, and compare it with sensitivity functions.
Keywords: breakdown value; influence function; regression depth (search for similar items in EconPapers)
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