Optimal locally robust M-estimates of regression

DOI10.1016/S0378-3758(97)00040-2MaRDI QIDQ1378822zbMATH OpenOpenAlexFDO

Authors Victor J. Yohai, Ruben H. Zamar

Publication date 14 June 1999

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(97)00040-2

zbMATH Keywords

bias-robustnesscontamination sensitivitygross error sensitivityHampel problemmaximum bias functionresidual admissibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• A local breakdown property of robust tests in linear regression
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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• Efficiency-constrained bias-robust estimation of location
• Efficient Bounded-Influence Regression Estimation
• High breakdown-point and high efficiency robust estimates for regression
• 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 19007 (Why is no real title available?)
• scientific article; zbMATH DE number 34644 (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
• Robust direction estimation
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The Influence Curve and Its Role in Robust Estimation
• The maximum bias of robust covariances

Cited in

(26)

• Fast and robust bootstrap
• Robust linear regression via bounded influence M-estimators
• Bias robust estimation in orthogonal regression
• Stability under contamination of robust regression estimators based on differences of residuals.
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Sensitivity analysis of M-estimates
• Bias robustness of three median-based regression estimates.
• Sharpening Wald-type inference in robust regression for small samples
• On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions
• Optimal robust \(M\)-estimates of location
• Maximum bias curves for robust regression with non-elliptical regressors
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Monitoring robust regression
• On consistency factors and efficiency of robust S-estimators
• A robust proposal of estimation for the sufficient dimension reduction problem
• Robust estimation with flexible parametric distributions: estimation of utility stock betas
• scientific article; zbMATH DE number 4026561 (Why is no real title available?)
• Robust and efficient estimation of the residual scale in linear regression
• Measures of the Sensitivity of Regression Estimates to the Choice of Estimator
• scientific article; zbMATH DE number 772910 (Why is no real title available?)
• Robust loss reserving in a log-linear model
• A novel robust control chart for monitoring multiple linear profiles in phase II
• Parameter estimation of autoregressive models using the iteratively robust filtered fast- method
• Robust Eligible Own Funds and Value at Risk Under Solvency II System
• Optimal robust estimates using the Kullback-Leibler divergence
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression

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