A note on efficient regression estimators with positive breakdown point

DOI10.1016/0167-7152(91)90109-5zbMATH Open0744.62094OpenAlexW2076105719MaRDI QIDQ1176993FDOQ1176993

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

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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)

Cites Work

• Robust Estimation of a Location Parameter
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Title not available (Why is that?)

Cited In (7)

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

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