Robust regression quantiles.

DOI10.1016/j.jspi.2003.06.009zbMath1040.62055OpenAlexW2023266623MaRDI QIDQ1429886

Víctor J. Yohai, Jorge G. Adrover, Ricardo Antonio Maronna

Publication date: 27 May 2004

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.06.009

zbMATH Keywords

consistencyrobust regressionprojection estimatesbreakdown pointsregression depth

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Risk measures in a quantile regression credibility framework with Fama/French data applications, The least trimmed quantile regression, Robust regression quantiles., Censored depth quantiles, Modified least trimmed quantile regression to overcome effects of leverage points

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