Title: Robustness of Deepest Regression
Authors: Van Aelst, Stefan ×
Rousseeuw, Peter #
Issue Date: 2000
Publisher: Elsevier
Series Title: Journal of Multivariate Analysis vol:73 issue:1 pages:82-106
Abstract: 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 in all dimensions. We also derive its influence function, and compare it with sensitivity functions.
ISSN: 0047-259X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
× corresponding author
# (joint) last author

Files in This Item:

There are no files associated with this item.

Request a copy


All items in Lirias are protected by copyright, with all rights reserved.

© Web of science