Stability under contamination of robust regression estimators based on differences of residuals.

DOI10.1016/S0378-3758(97)00169-9MaRDI QIDQ1299423zbMATH OpenOpenAlexFDO

Authors José R. Berrendero, Juan Romo

Publication date 1998

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(97)00169-9

zbMATH Keywords

GS-estimatorsMaxbias curveMinimax biasRobust regressionS-estimators

Mathematics Subject Classification ID

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

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Cites work

• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Alternatives to the Median Absolute Deviation
• Generalized S-Estimators
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• Least Median of Squares Regression
• Min-max bias robust regression
• Positive-breakdown regression by minimizing nested scale estimators
• Rank-Based Estimates in the Linear Model with High Breakdown Point
• Robust Estimation of a Location Parameter
• The Influence Curve and Its Role in Robust Estimation

Cited in

(4)

• Multivariate generalized S-estimators
• Bias robustness of three median-based regression estimates.
• Maximum bias curves for robust regression with non-elliptical regressors
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