A minimax-bias property of the least -quantile estimates
DOI10.1214/AOS/1176349400zbMATH Open0797.62027OpenAlexW2022370612MaRDI QIDQ1317253FDOQ1317253
Ruben H. Zamar, Victor J. Yohai
Publication date: 25 October 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349400
robust estimatesregression coefficientsminimax biasleverage points\(LMS\)- functionals\(M\)-functionals\(R\)-functionals\(S\)-functionalsabsolute values of residualsleast alpha-quantile estimating functionalsnew notion of residual admissible estimating functionalprojection functionalsresidual admissible
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (17)
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
- Optimal locally robust M-estimates of regression
- On the diversity of estimates.
- Improving bias-robustness of regression estimates through projections
- A class of robust and fully efficient regression estimators
- Maximum bias curves for robust regression with non-elliptical regressors
- Stability under contamination of robust regression estimators based on differences of residuals.
- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
- Title not available (Why is that?)
- Least trimmed squares in nonlinear regression under dependence
- Positive-breakdown regression by minimizing nested scale estimators
- On the explosion rate of maximum-bias functions
- The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
- High-dimensional robust regression with \(L_q\)-loss functions
- Quantile estimation for a selected normal population
- Bias robustness of three median-based regression estimates.
- Local and global robustness of regression estimators
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