A note on the breakdown point of the least median of squares and least trimmed squares estimators

DOI10.1016/0167-7152(93)90155-CzbMath0850.62326OpenAlexW2063151714MaRDI QIDQ1209462

D. Vandev

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90155-c

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Robust Bregman clustering ⋮ Robust diagnostics for the heteroscedastic regression model ⋮ Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. ⋮ The least trimmed quantile regression ⋮ Trimmed likelihood estimators for lifetime experiments and their influence functions ⋮ About Regression Estimators with High Breakdown Point

Cites Work

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• Applying robust regression to insurance
• Least Median of Squares Regression
• A General Qualitative Definition of Robustness

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