Robustness of deepest regression

Authors
Van Aelst, S Rousseeuw, PJ
Citation
S. Van Aelst et Pj. Rousseeuw, Robustness of deepest regression, J MULT ANAL, 73(1), 2000, pp. 82-106
Citations number
9
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN journal
0047259X → ACNP
Volume
73
Issue
1
Year of publication
2000
Pages
82 - 106
Database
ISI
SICI code
0047-259X(200004)73:1<82:RODR>2.0.ZU;2-4
Abstract
In this paper we investigate the robustness properties of the deepest regre ssion, a method for linear regression introduced by Rousseeuw and Hubert [6 ]. We show that the deepest regression functional is Fisher-consistent fur the conditional median, and has a breakdown value of 1/3 in all dimensions. We also derive its influence function, and compare it with sensitivity fun ctions. (C) 2000 Academic Press.