Strong convergence rate of the least median absolute estimator in linear regression models

DOI10.1007/S00362-003-0145-ZMaRDI QIDQ1402945zbMATH OpenOpenAlexFDO

Authors Ying Yang, P. Y. K. Kwan, Yum K. Kwan, Wai-cheung Ip

Publication date 31 August 2003

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-003-0145-z

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• Approximation Theorems of Mathematical Statistics
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• Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression
• Asymptotics of generalized S-estimators
• Bahadur's representation for nearest neighbor median estimates: the fixed design case
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Consistency of the least median of squares estimator in nonlinear regression
• Cube root asymptotics
• Generalized S-Estimators
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Least Median of Squares Regression
• On the optimality of S-estimators
• Robust Statistics
• The asymptotics of S-estimators in the linear regression model
• The Influence Curve and Its Role in Robust Estimation

Cited in

(3)

• The optimal rate of convergence of error for k-nn median regression estimates
• Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
• Regular, median and Huber cross‐validation: A computational comparison

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