Showing 1 - 10 of 18
A general approach for developing distribution-free tests for general linear models based on simplicial depth is presented. In most relevant cases, the test statistic is a degenerated U-statistic so that the spectral decomposition of the conditional expectation of the kernel function is needed...
Persistent link: https://www.econbiz.de/10005153165
Global depth, tangent depth and simplicial depths for classical and orthogonal regression are compared in examples, and properties that are useful for calculations are derived. The robustness of the maximum simplicial depth estimates is shown in examples. Algorithms for the calculation of depths...
Persistent link: https://www.econbiz.de/10008861592
Persistent link: https://www.econbiz.de/10001673574
Persistent link: https://www.econbiz.de/10012304391
Persistent link: https://www.econbiz.de/10014621875
Persistent link: https://www.econbiz.de/10002506551
Persistent link: https://www.econbiz.de/10001760032
Persistent link: https://www.econbiz.de/10001255316
Persistent link: https://www.econbiz.de/10012304405
We investigate depth notions for general models which are derived via the likelihood principle. We show that the so-called likelihood depth for regression in generalized linear models coincides with the regression depth of Rousseeuw and Hubert (J. Amer. Statist. Assoc. 94 (1999) 388) if the...
Persistent link: https://www.econbiz.de/10005199857