Local and global robustness of regression estimators

DOI10.1016/S0378-3758(96)00037-7MaRDI QIDQ1361608zbMATH OpenOpenAlexFDO

Authors Victor J. Yohai

Publication date 12 February 1998

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00037-7

zbMATH Keywords

breakdown pointGross error sensitivitylinear regressionmaximum bias function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Recommendations

• A local breakdown property of robust tests in linear regression
• Bias-robust estimates of regression based on projections
• A class of robust and fully efficient regression estimators

Cites work

• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• A General Qualitative Definition of Robustness
• A local breakdown property of robust tests in linear regression
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• A resampling design for computing high-breakdown regression
• Bias-robust estimates of regression based on projections
• Bias-robust estimators of multivariate scatter based on projections
• Functional stability of one-step GM-estimators in approximately linear regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3647966 (Why is no real title available?)
• scientific article; zbMATH DE number 3905646 (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?)
• Least Median of Squares Regression
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Min-max bias robust regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• On the optimality of S-estimators
• Robust direction estimation
• Some Comments on C P
• Sparse components of images and optimal atomic decompositions
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• The Influence Curve and Its Role in Robust Estimation
• Transformations in Regression: A Robust Analysis
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(7)

• A local breakdown property of robust tests in linear regression
• On the global robustness of generalized S-estimators
• Combining locally and globally robust estimates for regression
• Improving bias-robustness of regression estimates through projections
• Income prediction in the agrarian sector using product unit neural networks
• scientific article; zbMATH DE number 9690 (Why is no real title available?)
• Robust variable selection for partially linear additive models

This page was built for publication: Local and global robustness of regression estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361608)