Efficiency of MM- and -estimates for finite sample size

DOI10.1016/0167-7152(94)90009-4zbMATH Open0791.62033OpenAlexW1995538196MaRDI QIDQ1324566FDOQ1324566

Authors: Jorge G. Adrover, Ana M. Bianco, Victor J. Yohai 

Publication date: 5 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)90009-4

Recommendations

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• scientific article; zbMATH DE number 814581
• Correcting MM estimates for ``fat data sets

zbMATH Keywords

robust regressionsimulationsrelative efficiencyrobust scalehigh efficiencyhigh breakdown-pointleast squares estimateMM-estimatesregression estimatefinite sample sizenormal errorstau-estimates

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A General Qualitative Definition of Robustness
• High breakdown-point and high efficiency robust estimates for regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Aspects of robust linear regression
• A note on high-breakdown estimators
• A note on efficient regression estimators with positive breakdown point

Cited In (10)

• The choice of the initial estimate for computing MM-estimates
• On Fréchet's upper bounds on the sampling variability of the median
• Finite-sample analysis of \(M\)-estimators using self-concordance
• A Monte Carlo comparison of several high breakdown and efficient estimators
• Title not available (Why is that?)
• Unconventional features of positive-breakdown estimators
• High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
• A note on efficient regression estimators with positive breakdown point
• Correcting MM estimates for ``fat data sets
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale

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