The Deepest Regression Method
β
Stefan Van Aelst; Peter J. Rousseeuw; Mia Hubert; Anja Struyf
π
Article
π
2002
π
Elsevier Science
π
English
β 257 KB
The DR method is defined as the fit with largest regression depth relative to the data. In this paper we show that DR is a robust method, with breakdown value that converges almost surely to 1/3 in any dimension. We construct an approximate algorithm for fast computation of DR in more than two dimen