A local breakdown property of robust tests in linear regression

DOI10.1016/0047-259X(91)90047-6zbMath0736.62028MaRDI QIDQ1175671

Xuming He

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

influence functionlinear modelsrobust estimationresidualsregression estimatescontamination neighborhoods\(S\)-estimationbreakdown functions of testsbreakdown slopegeneralized \(M\)-estimatorslocal breakdown robustnessmeasure of local stabilityzero breakdown slopes

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (21)

Combining locally and globally robust estimates for regression ⋮ The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities ⋮ On the Stahel-Donoho estimator and depth-weighted means of multivariate data. ⋮ Robust inference by influence functions ⋮ Local and global robustness of regression estimators ⋮ Optimal locally robust M-estimates of regression ⋮ A one-step robust estimator for regression based on the weighted likelihood reweighting scheme ⋮ Robust regression with high coverage. ⋮ Bias robustness of three median-based regression estimates. ⋮ Longitudinal data analysis using \(t\)-type regression. ⋮ Improving bias-robustness of regression estimates through projections ⋮ A resistant estimator of multivariate location and dispersion ⋮ Two simple resistant regression estimators ⋮ \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression ⋮ Robust tests in nonlinear regression models ⋮ Maximum bias curves for robust regression with non-elliptical regressors ⋮ A journey in single steps: robust one-step \(M\)-estimation in linear regression ⋮ A robust and efficient adaptive reweighted estimator of multivariate location and scatter. ⋮ Unconventional features of positive-breakdown estimators

Cites Work

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• High breakdown-point and high efficiency robust estimates for regression
• Min-max bias robust regression
• Small sample asymptotics: A review with applications to robust statistics
• Breakdown Robustness of Tests
• Least Median of Squares Regression
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• The Influence Curve and Its Role in Robust Estimation
• Robust Statistics

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