Robust regression quantiles.

DOI10.1016/j.jspi.2003.06.009zbMath1040.62055OpenAlexW2023266623MaRDI QIDQ1429886

Víctor J. Yohai, Jorge G. Adrover, Ricardo Antonio Maronna

Publication date: 27 May 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.06.009

zbMATH Keywords

consistencyrobust regressionprojection estimatesbreakdown pointsregression depth

Mathematics Subject Classification ID

Related Items (5)

Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ The least trimmed quantile regression ⋮ Robust regression quantiles. ⋮ Censored depth quantiles ⋮ Modified least trimmed quantile regression to overcome effects of leverage points

Cites Work

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• Bias-robust estimates of regression based on projections
• Min-max bias robust regression
• Efficient algorithms for maximum regression depth
• Robust regression quantiles.
• Robustness of deepest regression
• The deepest regression method
• Relationships between maximum depth and projection regression estimates
• Improving bias-robustness of regression estimates through projections
• Regression Quantiles
• Regression Depth

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