Bias-robust estimates of regression based on projections

DOI10.1214/AOS/1176349160zbMath0787.62037OpenAlexW2012593985MaRDI QIDQ688398

Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 2 December 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349160

zbMATH Keywords

consistencymean squared errorasymptotic biasrobust estimatorscontaminationbounded influenceprojection estimators\(P\)-estimatorsbias-robustfinite sample sizeshigh breakdown pointminimax biasMonte Carlo estimationsnew class of regression estimatorsscale equivariant

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (18)

Combining locally and globally robust estimates for regression ⋮ Projection estimates of multivariate location ⋮ Computation of projection regression depth and its induced median ⋮ Local and global robustness of regression estimators ⋮ Optimal locally robust M-estimates of regression ⋮ High-breakdown robust multivariate methods ⋮ Large sample properties of the regression depth induced median ⋮ Robust regression quantiles. ⋮ Improving bias-robustness of regression estimates through projections ⋮ On general notions of depth for regression ⋮ Robust Multivariate Regression When There is Heteroscedasticity ⋮ Functional stability of one-step GM-estimators in approximately linear regression ⋮ Robustness of the deepest projection regression functional ⋮ Robust estimation of variance components ⋮ Maximum bias curves for robust regression with non-elliptical regressors ⋮ Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution ⋮ Unconventional features of positive-breakdown estimators ⋮ Relationships between maximum depth and projection regression estimates

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