A note on efficient regression estimators with positive breakdown point

DOI10.1016/0167-7152(91)90109-5MaRDI QIDQ1176993zbMATH OpenOpenAlexFDO

Authors Stephan Morgenthaler

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)90109-5

zbMATH Keywords

regression estimatorsfinite sample efficienciespositive breakdown point

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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• A note on high-breakdown estimators
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• About Regression Estimators with High Breakdown Point
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Cites work

• scientific article; zbMATH DE number 3647966 (Why is no real title available?)
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Robust Estimation of a Location Parameter

Cited in

(7)

• A Monte Carlo comparison of several high breakdown and efficient estimators
• Unconventional features of positive-breakdown estimators
• An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
• Jump or kink: on super-efficiency in segmented linear regression breakpoint estimation
• Effect of leverage on the finite sample efficiencies of high breakdown estimators
• Efficiency of MM- and -estimates for finite sample size
• Small sample efficiency and exact fit for Cauchy regression models

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