High finite-sample efficiency and robustness based on distance-constrained maximum likelihood

DOI10.1016/J.CSDA.2014.10.015OpenAlexW1998174596MaRDI QIDQ1623799FDOQ1623799

Authors: Ricardo Antonio Maronna, Victor J. Yohai 

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.5187

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zbMATH Keywords

robust regressionKullback-Leibler divergencefinite-sample efficiencyrobust multivariate location and scatter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Robust Estimation of a Location Parameter
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Title not available (Why is that?)
• Robust Statistics
• A General Qualitative Definition of Robustness
• High breakdown-point and high efficiency robust estimates for regression
• Title not available (Why is that?)
• A class of robust and fully efficient regression estimators
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

Cited In (7)

• Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
• Robust and sparse estimators for linear regression models
• Robust Estimation Using Modified Huber’s Functions With New Tails
• Robust variable selection under cellwise contamination
• Finite sample bias of robust estimators in segmentation of closely spaced structures: a comparative study
• Unconditional Maximum Likelihood Performance at Finite Number of Samples and High Signal-to-Noise Ratio
• High finite-sample efficiency and robustness based on distance-constrained maximum likelihood

Uses Software

• robustbase

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