A note on high-breakdown estimators

DOI10.1016/0167-7152(91)90048-VMaRDI QIDQ1174909zbMATH OpenOpenAlexFDO

Authors Leonard Stefanski

Publication date 25 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90048-v

zbMATH Keywords

exact-fit propertyfinite-sample behaviorregression-equivariant high-breakdown estimatorsrobust regression

Mathematics Subject Classification ID

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

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Cites work

• Efficient Bounded-Influence Regression Estimation
• Estimation in Linear Regression Models with Disparate Data Points
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3829050 (Why is no real title available?)
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Least Median of Squares Regression
• Robust regression using repeated medians
• Robust regression: Asymptotics, conjectures and Monte Carlo

Cited in

(12)

• A note on efficient regression estimators with positive breakdown point
• Desirable properties, breakdown and efficiency in the linear regression model
• Efficient high-breakdown M-estimators of scale
• Small sample efficiency and exact fit for Cauchy regression models
• Effect of leverage on the finite sample efficiencies of high breakdown estimators
• Efficiency of MM- and -estimates for finite sample size
• Unconventional features of positive-breakdown estimators
• A Monte Carlo comparison of several high breakdown and efficient estimators
• On high breakdown point estimation
• Deleting outliers in robust regression with mixed integer programming
• scientific article; zbMATH DE number 1569647 (Why is no real title available?)
• Exact fit points under simple regression with replication

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