Positive-breakdown regression by minimizing nested scale estimators

DOI10.1016/0378-3758(95)00128-XzbMATH Open0854.62027OpenAlexW1971218028MaRDI QIDQ1923438FDOQ1923438

Peter Rousseeuw, Annemie van Bael, Christophe Croux

Publication date: 19 January 1997

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00128-x

zbMATH Keywords

influence functionbreakdown pointrobust regression estimatorsbias curveconcentrations of plutonium isotopesGaussian efficiencyleast trimmed median estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics (62P99) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• The Use and Interpretation of Residuals Based on Robust Estimation
• Generalized S-Estimators
• Aspects of robust linear regression
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Desirable properties, breakdown and efficiency in the linear regression model
• Sample size requirements for multiple outlier location techniques based on elemental sets

Cited In (6)

• A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• Maximum bias curves for robust regression with non-elliptical regressors
• Stability under contamination of robust regression estimators based on differences of residuals.
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Globul robustness of location and dispersion estimates

Uses Software

• AS 282

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