RR-plot: a descriptive tool for regression observations

摘要

In this paper, we propose a regression depth versus regression depth plot, hereafter RR-plot, for regression observations based on the half-space regression depth. Areas of application of this tool include: the visualization of hypothesis tests about regression coefficients, and of the comparison between regression observations from different models, etc. Some characterization theorems are also provided to address the rationale of this RR-plot.