High-Breakdown Rank Regression
高崩溃点秩回归
A weighted rank estimate is proposed that has 50% breakdown and is asymptotically normal at rate √n. Based on this theory, inferential procedures, including asymptotic confidence and tests, and diagnostic procedures, such as studentized residuals, are developed. The influence function of the estimate is derived and shown to be continuous and bounded everywhere in (x, Y) space. Examples show that robustness against outlying high-leverage clusters may approach that of the…