Bias robust estimation in orthogonal regression

DOI10.1214/AOS/1176348893MaRDI QIDQ1208648zbMATH OpenOpenAlexFDO

Authors Ruben H. Zamar

Publication date 16 May 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348893

zbMATH Keywords

bounded loss functionderivativeepsilon-contamination neighborhoodserrors-in-variablesfunctional relationshipmaximum biasmaximum bias curvesmeasurement error modelmost bias robust orthogonal regression \(M\)-estimateorthogonal regression \(M\)-estimatessignal-to-noise ratiostructural relationshipunbounded influence functionupper bound for the breakdown point

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cited in

(8)

• Robust weighted orthogonal regression in the errors-in-variables model
• Bias robustness of three median-based regression estimates.
• Maximum bias curves for robust regression with non-elliptical regressors
• Robustifying biased estimation in linear model
• Standard and robust orthogonal regression
• A robust predictive approach for canonical correlation analysis
• Fast and robust estimation of the multivariate errors in variables model
• High-breakdown robust multivariate methods

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