A note on high-breakdown estimators

DOI10.1016/0167-7152(91)90048-VzbMath0743.62059OpenAlexW2026463776MaRDI QIDQ1174909

Leonard A. 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

finite-sample behaviorrobust regressionexact-fit propertyregression-equivariant high-breakdown estimators

Mathematics Subject Classification ID

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

Related Items

Deleting outliers in robust regression with mixed integer programming, A Monte Carlo comparison of several high breakdown and efficient estimators, Desirable properties, breakdown and efficiency in the linear regression model, 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 \(\tau\)-estimates for finite sample size, Unconventional features of positive-breakdown estimators

Cites Work

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• Robust regression: Asymptotics, conjectures and Monte Carlo
• Least Median of Squares Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Estimation in Linear Regression Models with Disparate Data Points
• Robust regression using repeated medians
• Efficient Bounded-Influence Regression Estimation