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

DOI10.1007/s00362-003-0145-zzbMath1035.62017OpenAlexW2006242062MaRDI QIDQ1402945

P. Y. K. Kwan, Yum K. Kwan, Ying Yang, 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)

Related Items

Regular, median and Huber cross‐validation: A computational comparison

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cube root asymptotics
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• On the optimality of S-estimators
• Asymptotics of generalized \(S\)-estimators
• Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression
• The asymptotics of S-estimators in the linear regression model
• Approximation Theorems of Mathematical Statistics
• Least Median of Squares Regression
• The Influence Curve and Its Role in Robust Estimation
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Generalized S-Estimators
• Consistency of the least median of squares estimator in nonlinear regression
• Robust Statistics