Bounded influence estimation for regression and scale

DOI10.1080/02331888.2010.540668MaRDI QIDQ3143483zbMATH OpenOpenAlexFDO

Authors Matthias Kohl

Publication date 30 November 2012

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2010.540668

zbMATH Keywords

asymptotically linear estimatorsinfluence curvesM estimatesminmax MSE over contamination neighbourhoods mathematics classificationregression and scale

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

• A finite–sample minimax regression estimator
• Estimates derived from robust tests
• Fisher information of scale
• scientific article; zbMATH DE number 5713492 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Optimal bounded influence regression and scale m-estimators in the context of experimental desing
• Optimum robust estimation of linear aspects in conditionally contaminated linear models
• Parametric statistical theory: with the assistance of R. Hamböker
• Robust asymptotic statistics
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust Statistics

Cited in

(11)

• Algorithms for bounded-influence estimation
• Approximate bounded influence estimation for longitudinal data with outliers and measurement errors
• Mallow's type bounded influence regression quantile for linear regression model and simultaneous equations model
• Bounded-Influence Rank Regression: A One-Step Estimator Based on Wilcoxon Scores
• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• Bounded-Influence Regression via Local Minimax Mean Squared Error
• Bounded‐influence rank estimation in the linear model
• Bounded Influence Estimation in the Mixed Linear Model
• Optimal bounded influence regression and scale m-estimators in the context of experimental desing
• Bounded-influence instrumental variables estimator: an extension
• Bounded-influence estimators for the Tobit model

Describes a project that uses

Uses Software

• R
• RobRex
• RobASt

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