Positive-breakdown regression by minimizing nested scale estimators
DOI10.1016/0378-3758(95)00128-XzbMATH Open0854.62027OpenAlexW1971218028MaRDI QIDQ1923438FDOQ1923438
Peter Rousseeuw, Annemie van Bael, Christophe Croux
Publication date: 19 January 1997
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(95)00128-x
influence functionbreakdown pointrobust regression estimatorsbias curveconcentrations of plutonium isotopesGaussian efficiencyleast trimmed median estimator
Linear regression; mixed models (62J05) Applications of statistics (62P99) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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Cited In (6)
- A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
- Maximum bias curves for robust regression with non-elliptical regressors
- Stability under contamination of robust regression estimators based on differences of residuals.
- The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
- Globul robustness of location and dispersion estimates
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