Breakdown points for designed experiments

DOI10.1016/0378-3758(94)00086-BMaRDI QIDQ1895368zbMATH OpenOpenAlexFDO

Authors Christine H. Müller

Publication date 13 December 1995

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

Full work available at URL https://doi.org/10.1016/0378-3758(94)00086-b

zbMATH Keywords

breakdown pointhigh breakdown point estimatorsleast median of squaresleast trimmed squareslinear modelLMS estimatorsLp estimatorLTS estimatorsnew optimality criterionreplicated experimental conditions

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

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Cites work

• Exact fit points under simple regression with replication
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• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
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• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Min-max bias robust regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Optimal designs for robust estimation in conditionally contaminated linear models
• Rank-Based Estimates in the Linear Model with High Breakdown Point
• Robust estimation in structured linear regression
• Robust Statistics

Cited in

(18)

• Robust estimation in structured linear regression
• The breakdown value of the L₁ estimator in contingency tables
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• Robust regression with both continuous and categorical predictors
• Breakdown points of Cauchy regression-scale estimators
• Improving bias-robustness of regression estimates through projections
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• About Regression Estimators with High Breakdown Point
• scientific article; zbMATH DE number 1293602 (Why is no real title available?)
• The least trimmed quantile regression
• Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
• scientific article; zbMATH DE number 850163 (Why is no real title available?)
• Trimmed likelihood estimators for lifetime experiments and their influence functions
• Some quantitative relationships between two types of finite sample breakdown point
• Non-asymptotic robustness analysis of regression depth median
• Modified least trimmed quantile regression to overcome effects of leverage points
• Robust diagnostics for the heteroscedastic regression model

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