Leverage and Breakdown in L 1 Regression

DOI10.2307/2290462zbMath0781.62101OpenAlexW4243919158MaRDI QIDQ4031134

Stephan Morgenthaler, Steven P. Ellis

Publication date: 1 April 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290462

zbMATH Keywords

least squares fittingrobust designsbreakdown valuedesign-dependent weightsgeometry of L(sub 1) regressiongroups of design pointsleverage indicators

Mathematics Subject Classification ID

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

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