Robust linear regression via bounded influence \(M\)-estimators (Q1190567)
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| Language | Label | Description | Also known as |
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| English | Robust linear regression via bounded influence \(M\)-estimators |
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Robust linear regression via bounded influence \(M\)-estimators (English)
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26 September 1992
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Optimal bounded influence \(M\)-estimators in the general normal regression model with respect to different sensitivities are investigated. Consequently, some open questions in \textit{F. R. Hampel}, \textit{E. M. Ronchetti}, \textit{P. J. Rousseeuw} and \textit{W. A. Stahel}, Robust Statistics. The approach based on influence functions. (1986; Zbl 0593.62027), Ch. 6, are answered so that the relationship among different sensitivities and their associated optimal estimators is given. Moreover, the idea of change-of-variance sensitivity is extended to the case of the predicted value.
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robust regression
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optimal bounded influence \(M\)-estimators
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general normal regression model
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change-of-variance sensitivity
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predicted value
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influence functions
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