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

DOI10.1016/J.CSDA.2014.10.015MaRDI QIDQ1623799zbMATH OpenOpenAlexFDO

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, http://sedici.unlp.edu.ar/handle/10915/101650

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)

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Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A General Qualitative Definition of Robustness
• A class of robust and fully efficient regression estimators
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• High breakdown-point and high efficiency robust estimates for regression
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

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

Describes a project that uses

Uses Software

• robustbase

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