Maximum bias curves for robust regression with non-elliptical regressors

DOI10.1214/AOS/996986507zbMATH Open1029.62028OpenAlexW1971762149MaRDI QIDQ1848860FDOQ1848860

Authors: José R. Berrendero, Ruben H. Zamar 

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/996986507

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zbMATH Keywords

S-estimatesR-estimatestau-estimatesmaxbias curve

Mathematics Subject Classification ID

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

Cites Work

• Robust Estimation of a Location Parameter
• Robust Statistics
• Least Median of Squares Regression
• Title not available (Why is that?)
• Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
• Regression Depth
• On the optimality of S-estimators
• Title not available (Why is that?)
• Min-max bias robust regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• The ``automatic robustness of minimum distance functionals
• Rank-Based Estimates in the Linear Model with High Breakdown Point
• Optimal locally robust M-estimates of regression
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Bias robust estimation of scale
• Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
• Bias robust estimation in orthogonal regression
• Asymptotics of generalized \(S\)-estimators
• Bias-robust estimates of regression based on projections
• Functional stability of one-step GM-estimators in approximately linear regression
• A local breakdown property of robust tests in linear regression
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Title not available (Why is that?)
• Stability under contamination of robust regression estimators based on differences of residuals.
• Globally robust inference for the location and simple linear regression models
• Positive-breakdown regression by minimizing nested scale estimators

Cited In (14)

• Robust and efficient estimation of the residual scale in linear regression
• A parametric framework for the comparison of methods of very robust regression
• Min-max bias robust regression
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
• Maxbias Curves of Robust Location Estimators based on Subranges
• Robust tests for linear regression models based on \(\tau\)-estimates
• Bias bound for the minimax estimator
• Globally robust inference for the location and simple linear regression models
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Bias robustness of three median-based regression estimates.
• High-breakdown robust multivariate methods
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data

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