Minimax Aspects of Bounded-Influence Regression

DOI10.2307/2287106MaRDI QIDQ3660710zbMATH OpenOpenAlexFDO

Authors Peter J. Huber

Publication date 1983

Full work available at URL https://doi.org/10.2307/2287106

zbMATH Keywords

bounded-influence regressiondata analysisdiagnosticshat matrixinfluence functionleverage pointsminimax estimationrobust regression

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Cited in

(28)

• The cost of not knowing the radius
• The hat matrix for smoothing splines
• Influence diagnostics for censored regression models
• The place of the \(L_ 1\)-norm in robust estimation
• Robust autoregressive estimates using quadratic programming
• Unconventional features of positive-breakdown estimators
• A note on the computation of robust, bounded influence estimates and test statistics in regression
• Scale calibration for high-dimensional robust regression
• Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
• Monetary policy and interest rates. An adaptive estimator approach
• Restricted M-estimation
• Robust estimation in generalized linear models: the density power divergence approach
• Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood
• Adaptive weighting input estimation of a nonlinear system
• Contamination games in a robust k–sample model
• A finite–sample minimax regression estimator
• INFLUENCE FUNCTIONS IN FUNCTIONAL MEASUREMENT ERROR MODELS WITH REPLICATED DATA
• Optimal bounded influence regression and scale m-estimators in the context of experimental desing
• A robust generalization and asymptotic properties of the model selection criterion family
• Minimax weights for generalised M-estimation in biased regression models
• Adaptive weighting inverse method for the estimation of input loads
• Adaptive weighting input estimation for nonlinear systems
• On the consistency and the robustness in model selection criteria
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
• M-estimators and gnostical estimators for identification of a regression model
• Trimmed slope estimates for simple linear regression
• Applications of the jackknife procedure in ridge regression
• Outliers in official statistics

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