Positive-breakdown regression by minimizing nested scale estimators

DOI10.1016/0378-3758(95)00128-XMaRDI QIDQ1923438zbMATH OpenOpenAlexFDO

Authors Christophe Croux, Peter Rousseeuw, Annemie van Bael

Publication date 19 January 1997

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

Full work available at URL https://doi.org/10.1016/0378-3758(95)00128-x

zbMATH Keywords

influence functionbreakdown pointrobust regression estimatorsbias curveconcentrations of plutonium isotopesGaussian efficiencyleast trimmed median estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics (62P99) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Generalized S-Estimators
• 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
• Rank-Based Estimates in the Linear Model with High Breakdown Point
• Sample size requirements for multiple outlier location techniques based on elemental sets
• The Use and Interpretation of Residuals Based on Robust Estimation
• The feasible set algorithm for least median of squares regression
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
• Unconventional features of positive-breakdown estimators

Cited in

(14)

• Sign-constrained robust least squares, subjective breakdown point and the effect of weights of observations on robustness
• Regression-free and robust estimation of scale for bivariate data
• A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• Maximum bias curves for robust regression with non-elliptical regressors
• Stability under contamination of robust regression estimators based on differences of residuals.
• An Anscombe type robust regression statistic
• The Least Trimmed Differences Regression Estimator and Alternatives
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Generalized S-Estimators
• Least trimmed squares regression, least median squares regression, and mathematical program\-ming
• A class of high-breakdown scale estimators based on subranges
• Globul robustness of location and dispersion estimates
• scientific article; zbMATH DE number 1747156 (Why is no real title available?)

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Uses Software

• AS 282

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