Bounded-Influence Regression via Local Minimax Mean Squared Error

DOI10.2307/2288571MaRDI QIDQ3732729zbMATH OpenOpenAlexFDO

Authors Alexander M. Samarov

Publication date 1985

Full work available at URL https://doi.org/10.2307/2288571

zbMATH Keywords

bounded-influence regressionchange-of-variance functionscontaminationinfluence functionM-estimatorsmean squared errorminimax estimationnormality assumptionoptimal estimator

Mathematics Subject Classification ID

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

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Cited in

(4)

• Robust linear regression via bounded influence M-estimators
• Optimal robust \(M\)-estimates of location
• Are robust estimators truly robust in practice
• Boundedness of M-estimators for linear regression in time series

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