The Deepest Fit View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1998

AUTHORS

Peter J. Rousseeuw , Stefan Van Aelst

ABSTRACT

Recently, Rousseeuw & Hubert (1996) defined the depth of a regression fit relative to the data. This concept of regression depth immediately leads to a new robust regression estimator which we call the deepest fit. Quite simply, it is the fit with largest depth. Therefore, it can be seen as a generalization of the univariate median. We construct an algorithm to compute the deepest fit in simple regression, and illustrate it with examples. For any bivariate data set Z n the deepest fit has depth at least n/3, and a breakdown value of at least 1/3. Around the deepest fit we construct depth envelopes which generalize the quantiles around the univariate median. More... »

PAGES

437-442

Book

TITLE

COMPSTAT

ISBN

978-3-7908-1131-5
978-3-662-01131-7

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-662-01131-7_61

DOI

http://dx.doi.org/10.1007/978-3-662-01131-7_61

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1051767054


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