Local and global robustness of regression estimators

DOI10.1016/S0378-3758(96)00037-7MaRDI QIDQ1361608zbMATH OpenOpenAlexFDO

Authors Victor J. Yohai

Publication date 12 February 1998

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00037-7

zbMATH Keywords

linear regressionbreakdown pointGross error sensitivitymaximum bias function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cites work

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• A Bounded Influence, High Breakdown, Efficient Regression Estimator
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• Bias-robust estimates of regression based on projections
• Bias-robust estimators of multivariate scatter based on projections
• Functional stability of one-step GM-estimators in approximately linear regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Least Median of Squares Regression
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Min-max bias robust regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• On the optimality of S-estimators
• Robust direction estimation
• Some Comments on C P
• Sparse components of images and optimal atomic decompositions
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• The Influence Curve and Its Role in Robust Estimation
• Transformations in Regression: A Robust Analysis
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(6)

• A local breakdown property of robust tests in linear regression
• Income prediction in the agrarian sector using product unit neural networks
• Combining locally and globally robust estimates for regression
• Improving bias-robustness of regression estimates through projections
• On the global robustness of generalized S-estimators
• Robust variable selection for partially linear additive models

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