Unconventional features of positive-breakdown estimators
From MaRDI portal
Publication:1324567
DOI10.1016/0167-7152(94)90010-8zbMath0791.62036OpenAlexW2057433494MaRDI QIDQ1324567
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)90010-8
monotonicitycontinuityefficiencycurvatureequivariancecurse of dimensionalityreviewbreakdown pointcomputation timebias curveexact fit propertypositive- breakdown regression
Related Items
Sensitivity analysis of \(M\)-estimates, Positive-breakdown regression by minimizing nested scale estimators, Maximum Deviation Curves for Location Estimators, Finite sample stability properties of the least median of squares estimator, Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder)., Finding multivariate outliers with FastPCS, Breakdown properties of location \(M\)-estimators, On the diversity of estimates., Robust estimation in very small samples., A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The feasible set algorithm for least median of squares regression
- High breakdown-point and high efficiency robust estimates for regression
- Bias-robust estimates of regression based on projections
- A resampling design for computing high-breakdown regression
- Exact fit points under simple regression with replication
- The singularities of fitting planes to data
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Projection pursuit
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- A note on high-breakdown estimators
- A local breakdown property of robust tests in linear regression
- A note on efficient regression estimators with positive breakdown point
- Common-sense monotonicity of robust estimators
- Desirable properties, breakdown and efficiency in the linear regression model
- Efficient high-breakdown \(M\)-estimators of scale
- Small sample efficiency and exact fit for Cauchy regression models
- The asymptotics of the least trimmed absolute deviations (LTAD) estimator
- Effect of leverage on the finite sample efficiencies of high breakdown estimators
- Efficiency of MM- and \(\tau\)-estimates for finite sample size
- The bias of \(k\)-step M-estimators
- An Anscombe type robust regression statistic
- The only convex body with extremal distance from the ball is the simplex
- Efficiency-constrained bias-robust estimation of location
- A comparison of some quick algorithms for robust regression
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Least Median of Squares Regression
- Minimax Aspects of Bounded-Influence Regression
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- L-Estimation for Linear Models
- Robust regression using repeated medians
- Tail Behavior of Regression Estimators and their Breakdown Points
- Signal Recovery and the Large Sieve
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
- Nonparametric Estimate of Regression Coefficients
- Multivariate Procedures Invariant Under Linear Transformations
- Robust Statistics