A local breakdown property of robust tests in linear regression

DOI10.1016/0047-259X(91)90047-6zbMath0736.62028MaRDI QIDQ1175671

Xuming He

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

influence functionlinear modelsrobust estimationresidualsregression estimatescontamination neighborhoods\(S\)-estimationbreakdown functions of testsbreakdown slopegeneralized \(M\)-estimatorslocal breakdown robustnessmeasure of local stabilityzero breakdown slopes

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

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