Breakdown points of t-type regression estimators

DOI10.1093/BIOMET/87.3.675MaRDI QIDQ4520229zbMATH OpenOpenAlexFDO

Authors Xuming He, Douglas G. Simpson, Guangyu Wang

Publication date 12 December 2000

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/87.3.675

zbMATH Keywords

\(t\)-distributionbreakdown pointgeneralised \(M\)-estimatorlikelihoodlinear regressionrobustness

Mathematics Subject Classification ID

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

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Cited in

(20)

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• Breakdown points of Cauchy regression-scale estimators
• Efficiency of observed information adaptive designs in linear models
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• Student-t censored regression model: properties and inference
• The T-type estimate of a class of partially non linear models
• A robust variable selection to t-type joint generalized linear models via penalized t-type pseudo-likelihood
• Flexible distributions as an approach to robustness: the skew-t case
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Multivariate calibration with robust signal regression
• Generalized M-estimation for the accelerated failure time model
• Some quantitative relationships between two types of finite sample breakdown point
• Overview of robust variable selection methods for high-dimensional linear regression model
• Robust nonparametric integrative analysis to decipher heterogeneity and commonality across subgroups using sparse boosting
• A regularized T-type estimator for high-dimensional data
• Robust model averaging approach by Mallows-type criterion
• High dimensional T-type estimator for robust covariance matrix estimation with applications to elliptical factor models
• High-breakdown robust multivariate methods
• A note on self-weighted quantile estimation for infinite variance quantile autoregression models

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