Positive-breakdown regression by minimizing nested scale estimators (Q1923438): Difference between revisions

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+Sample size requirements for multiple outlier location techniques based on elemental sets
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+A Bounded Influence, High Breakdown, Efficient Regression Estimator
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+Efficient high-breakdown \(M\)-estimators of scale
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+Aspects of robust linear regression
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+Desirable properties, breakdown and efficiency in the linear regression model
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+The feasible set algorithm for least median of squares regression
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+Lower bounds for contamination bias: Globally minimax versus locally linear estimation
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+Rank-Based Estimates in the Linear Model with High Breakdown Point
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+Min-max bias robust regression
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+Least Median of Squares Regression
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+Unconventional features of positive-breakdown estimators
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+Alternatives to the Median Absolute Deviation
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+Estimates of the Regression Coefficient Based on Kendall's Tau
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+On One-Step GM Estimates and Stability of Inferences in Linear Regression
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+The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
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+A minimax-bias property of the least \(\alpha\)-quantile estimates
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