Desirable properties, breakdown and efficiency in the linear regression model

DOI10.1016/0167-7152(94)90004-3zbMATH Open0791.62035OpenAlexW2101329136MaRDI QIDQ1324560FDOQ1324560

Authors: Laurie Davies 

Publication date: 20 July 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90004-3

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zbMATH Keywords

outliersefficiencyoptimalitynonlinearitiesconstruction of procedureshigh breakdown procedures

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Robust Statistics
• Robust m-estimators of multivariate location and scatter
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• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
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• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Maximum Likelihood: An Introduction
• Multivariate Procedures Invariant Under Linear Transformations
• The asymptotics of S-estimators in the linear regression model
• Data features1
• Aspects of robust linear regression
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• A note on high-breakdown estimators
• Title not available (Why is that?)

Cited In (3)

• On the optimality of S-estimators
• Unconventional features of positive-breakdown estimators
• Positive-breakdown regression by minimizing nested scale estimators

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