Corpus ID: 221447188

Finite sample breakdown point of multivariate regression depth median

@article{Zuo2020FiniteSB,
  title={Finite sample breakdown point of multivariate regression depth median},
  author={Y. Zuo},
  journal={arXiv: Statistics Theory},
  year={2020}
}
  • Y. Zuo
  • Published 1 September 2020
  • Mathematics
  • arXiv: Statistics Theory
Depth induced multivariate medians (multi-dimensional maximum depth estimators) in regression serve as robust alternatives to the traditional least squares and least absolute deviations estimators. The induced median ($\bs{\beta}^*_{RD}$) from regression depth (RD) of Rousseeuw and Hubert (1999) (RH99) is one of the most prevailing estimators in regression. The maximum regression depth median possesses the outstanding robustness similar to the univariate location counterpart. Indeed, the… Expand

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References

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