Breakdown points of Cauchy regression-scale estimators

DOI10.1016/S0167-7152(02)00057-3MaRDI QIDQ1613042zbMATH OpenFDO

Authors Ivan Mizera, Christine H. Müller

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(02)00057-3

zbMATH Keywords

\(M\)-estimatorbreakdown pointCauchy maximum likelihoodexplosionimplosionsimultaneous estimation of regression and scale parameters

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• Alternatives to the Median Absolute Deviation
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• Breakdown points for designed experiments
• Breakdown points of t-type regression estimators
• scientific article; zbMATH DE number 3647966 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Leverage and Breakdown in L 1 Regression
• On the unimodality of the likelihood for the Cauchy distribution
• On the unimodality of the likelihood for the Cauchy distribution: Some comments
• Robust planning and analysis of experiments
• Robust Statistics
• Tail Behavior of Regression Estimators and their Breakdown Points

Cited in

(14)

• Small sample efficiency and exact fit for Cauchy regression models
• Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
• Correntropy based feature selection using binary projection
• The extent of gross errors eliminated by robust multiple linear regressions
• The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
• Breakdown in Nonlinear Regression
• Breakdown points of t-type regression estimators
• Gradient descent for robust kernel-based regression
• Robust video-based face recognition via M-estimator and image set collaborative representation
• The Finite Sample Breakdown Point of \boldmath\ell₁-Regression
• Cauchy regularized broad learning system for noisy data regression
• Optimality of robust online learning
• Robust kernel-based gradient descent with random features
• Robust online learning algorithms for functional linear regression

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