Effect of leverage on the finite sample efficiencies of high breakdown estimators

DOI10.1016/0167-7152(94)90008-6zbMATH Open0800.62192OpenAlexW1991994454MaRDI QIDQ1324565FDOQ1324565

Authors: Clint W. Coakley, Lamine Mili, Michael G. Cheniae 

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90008-6

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Least Median of Squares Regression
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• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• The 1972 Wald Lecture Robust Statistics: A Review
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Leverage and Breakdown in L 1 Regression
• Exact fit points under simple regression with replication
• A note on high-breakdown estimators
• A note on efficient regression estimators with positive breakdown point

Cited In (5)

• On Fréchet's upper bounds on the sampling variability of the median
• A Monte Carlo comparison of several high breakdown and efficient estimators
• Unconventional features of positive-breakdown estimators
• Asymmetric \(\nu\)-tube support vector regression
• Robust estimation in structured linear regression

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