Depth notions for orthogonal regression

Global depth, tangent depth and simplicial depths for classical and orthogonal regression are compared in examles and properies that are usefull for calculations are derived. Algorithms for the calculation of depths for orthogonal regression are proposed and tests for multiple regression are transfered to orthogonal regression. These tests are distribution free in the case of bivariate observations. For a particular test problem, the power of tests that are based on simplicial depth and tangent depth are compared by simulations.

• Type: Journal
• Year: 2010
• Where: MA
• Authors: Robin Wellmann, Christine H. Müller
• Keywords: Communications, MA 2010, Orthogonal Regression, Particular Test Problem, Simplicial Depth