Unconventional features of positive-breakdown estimators
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Cites work
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- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- A comparison of some quick algorithms for robust regression
- A local breakdown property of robust tests in linear regression
- A note on efficient regression estimators with positive breakdown point
- A note on high-breakdown estimators
- A resampling design for computing high-breakdown regression
- An Anscombe type robust regression statistic
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Bias-robust estimates of regression based on projections
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Common-sense monotonicity of robust estimators
- Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
- Desirable properties, breakdown and efficiency in the linear regression model
- Effect of leverage on the finite sample efficiencies of high breakdown estimators
- Efficiency of MM- and \(\tau\)-estimates for finite sample size
- Efficiency-constrained bias-robust estimation of location
- Efficient high-breakdown \(M\)-estimators of scale
- Exact fit points under simple regression with replication
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- High breakdown-point and high efficiency robust estimates for regression
- L-Estimation for Linear Models
- Least Median of Squares Regression
- Minimax Aspects of Bounded-Influence Regression
- Multivariate Procedures Invariant Under Linear Transformations
- Nonparametric Estimate of Regression Coefficients
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- Projection pursuit
- Robust Statistics
- Robust regression using repeated medians
- Signal Recovery and the Large Sieve
- Small sample efficiency and exact fit for Cauchy regression models
- Tail Behavior of Regression Estimators and their Breakdown Points
- The asymptotics of the least trimmed absolute deviations (LTAD) estimator
- The bias of \(k\)-step M-estimators
- The feasible set algorithm for least median of squares regression
- The only convex body with extremal distance from the ball is the simplex
- The singularities of fitting planes to data
Cited in
(11)- Robust estimation in very small samples.
- Maximum Deviation Curves for Location Estimators
- Breakdown properties of location \(M\)-estimators
- Finding multivariate outliers with FastPCS
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
- On the diversity of estimates.
- Positive-breakdown regression by minimizing nested scale estimators
- Sensitivity analysis of \(M\)-estimates
- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
- Finite sample stability properties of the least median of squares estimator
- scientific article; zbMATH DE number 1211737 (Why is no real title available?)
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