Combining locally and globally robust estimates for regression

DOI10.1016/S0378-3758(01)00314-7zbMath1014.62037MaRDI QIDQ1873100

Sonia Hernandez, Víctor J. Yohai

Publication date: 19 May 2003

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

zbMATH Keywords

linear regressionrobust estimateshigh efficiencyhigh breakdown pointmaximum bias functioncontamination sensitivity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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