Aspects of robust linear regression
DOI10.1214/AOS/1176349401zbMATH Open0797.62026OpenAlexW2165952088MaRDI QIDQ1317254FDOQ1317254
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
efficiencyoptimalityrobustnessstabilityinfluence functionboundednesscontinuityexistenceuniquenessbounded solutionsLipschitz continuitylocal Lipschitz conditionequivariancebreakdown pointsnormal modelslinear invarianceVapnik-Cervonenkis classes\(S\)-estimators[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=exact+H%EF%BF%BD%EF%BF%BDlder+condition&go=Go exact H��lder condition]globally defined dispersion functionalHampel- Krasker dispersionHampel-Rousseeuw last median of squares estimatorsKrasker-Welch dispersion functionallinearly invariant weak metricsregession functionals
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (46)
- Two simple resistant regression estimators
- Convergence rate of SVM for kernel-based robust regression
- Robust location estimation under dependence
- Robust filtering of time series with trends
- Robust linear regression with broad distributions of errors
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Finite sample stability properties of the least median of squares estimator
- Maxbias Curves of Robust Location Estimators based on Subranges
- Estimators of Influence Function
- Title not available (Why is that?)
- Uniform strong consistency of robust estimators.
- On the diversity of estimates.
- Consistency and robustness of kernel-based regression in convex risk minimization
- Quantitative robustness of instance ranking problems
- On depth and deep points: A calculus.
- Breakdown and groups. (With discussions and rejoinder)
- A comparative study of some robust methods for coefficient-estimation in linear regression
- Non-asymptotic robustness analysis of regression depth median
- Positive-breakdown regression by minimizing nested scale estimators
- Data features1
- Title not available (Why is that?)
- Desirable properties, breakdown and efficiency in the linear regression model
- Efficiency of MM- and \(\tau\)-estimates for finite sample size
- Robust discriminant analysis: Training data breakdown point
- Uniform asymptotics for S- and MM-regression estimators
- The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
- Differentiability of \(t\)-functionals of location and scatter
- On the robust regression for a censored response data in the single functional index model
- Quantile estimation for a selected normal population
- Distribution-free consistency of empirical risk minimization and support vector regression
- Outlier detection by means of robust regression estimators for use in engineering science
- Functional stability of one-step GM-estimators in approximately linear regression
- Bias robustness of three median-based regression estimates.
- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
- Interactions and outliers in the two-way analysis of variance
- Robust estimation in structured linear regression
- \(\sqrt n\)-consistent robust integration-based estimation
- Model conditions for asymptotic robustness in the analysis of linear relations
- A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion
- Breakdown points for redescending m-estimates of location
- On locally uniformly linearizable high breakdown location and scale functionals
- Robust linear regression: A review and comparison
- Online signal extraction by robust linear regression
- Asymptotic robustness of least median of squares for autoregressions with additive outliers
- Repeated median and hybrid filters
- Robustness of the deepest projection regression functional
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