Aspects of robust linear regression

DOI10.1214/aos/1176349401zbMath0797.62026OpenAlexW2165952088MaRDI QIDQ1317254

Laurie Davies

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/1176349401

zbMATH Keywords

stabilityexistencecontinuityrobustnessuniquenessboundednessefficiencyoptimalityinfluence functionLipschitz continuityequivariancebounded solutionslocal Lipschitz conditionbreakdown pointsnormal modelslinear invarianceVapnik-Cervonenkis classes\(S\)-estimatorsexact Hölder conditionglobally defined dispersion functionalHampel- Krasker dispersionHampel-Rousseeuw last median of squares estimatorsKrasker-Welch dispersion functionallinearly invariant weak metricsregession functionals

Mathematics Subject Classification ID

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

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