Min-max bias robust regression (Q750060)

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scientific article; zbMATH DE number 4174164
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    Min-max bias robust regression
    scientific article; zbMATH DE number 4174164

      Statements

      Min-max bias robust regression (English)
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      1989
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      epsilon contamination neighborhoods
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      global robustness
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      quantiles
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      maximum asymptotic bias of regression estimates
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      M-estimates
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      scaled residuals
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      scale estimates
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      bounded influence function type generalized M-estimates
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      minimization problem
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      estimating equation
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      Huber Proposal 2 simultaneous estimates
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      Rousseeuw-Yohai S-estimates of regression
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      min- max bias problem
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      least median of squared residuals estimator
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      minimum gross-error sensitivity GM-estimate
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      equivariant regression estimates
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      min-max S-estimator
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      breakdown point
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      rate of convergence
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