Regression Depth
回归深度
In this article we introduce a notion of depth in the regression setting. It provides the “rank” of any line (plane), rather than ranks of observations or residuals. In simple regression we can compute the depth of any line by a fast algorithm. For any bivariate dataset Z n of size n there exists a line with depth at least n/3. The largest depth in Z n can be used as a measure of linearity versus convexity. In both simple and multiple regression we introduce the deepest…