Autores
Stefan Van Aelst, Peter J Rousseeuw
Fecha de publicación
2000/4/1
Revista
Journal of Multivariate Analysis
Volumen
73
Número
1
Páginas
82-106
Editor
Academic Press
Descripción
In this paper we investigate the robustness properties of the deepest regression, a method for linear regression introduced by Rousseeuw and Hubert [6]. We show that the deepest regression functional is Fisher-consistent for 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 functions.
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Artículos de Google Académico
S Van Aelst, PJ Rousseeuw - Journal of Multivariate Analysis, 2000