Unconventional features of positive-breakdown estimators

DOI10.1016/0167-7152(94)90010-8zbMATH Open0791.62036OpenAlexW2057433494MaRDI QIDQ1324567FDOQ1324567

Authors: Peter Rousseeuw 

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

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zbMATH Keywords

curse of dimensionalityefficiencybreakdown pointmonotonicitycontinuitycurvaturereviewcomputation timeequivariancebias curveexact fit propertypositive- breakdown regression

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• High breakdown-point and high efficiency robust estimates for regression
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
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• Desirable properties, breakdown and efficiency in the linear regression model
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Cited In (11)

• Finite sample stability properties of the least median of squares estimator
• On the diversity of estimates.
• Sensitivity analysis of \(M\)-estimates
• Title not available (Why is that?)
• Breakdown properties of location \(M\)-estimators
• Positive-breakdown regression by minimizing nested scale estimators
• Maximum Deviation Curves for Location Estimators
• Robust estimation in very small samples.
• Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
• Finding multivariate outliers with FastPCS

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