On high breakdown point estimation (Q1966010)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On high breakdown point estimation |
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On high breakdown point estimation (English)
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2 March 2000
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The linear regression model \(Y_i=\sum_{j=1}^pX_{ij}\beta_j+e_i\), \(i=1,2,...\), is considered. The aim of paper is to clarify the behaviour of high breakdown point estimators for this model. The performance of new algorithms for the least median of squares and the least trimmed squares is discussed. Some numerical examples are considered and it is shown that some caution is inevitable.
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diagnostics by high breakdown points
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diversity of estimates
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LMS and LTS
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heuristics of high breakdown points
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new algorithms
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