On high breakdown point estimation
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Publication:1966010
zbMATH Open0933.62015MaRDI QIDQ1966010FDOQ1966010
Authors: Jan Ámos Víšek 
Publication date: 2 March 2000
Published in: Computational Statistics (Search for Journal in Brave)
Recommendations
LMS and LTSdiversity of estimatesnew algorithmsdiagnostics by high breakdown pointsheuristics of high breakdown points
Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (20)
- Exact fit points under simple regression with replication
- A Monte Carlo comparison of several high breakdown and efficient estimators
- High breakdown analogs of the trimmed mean
- The conditional breakdown properties of least absolute value local polynomial estimators
- Consistency of the instrumental weighted variables
- An exact polynomial time algorithm for computing the least trimmed squares estimate
- Computing of high breakdown regression estimators without sorting on graphics processing units
- Robust joint modeling of mean and dispersion through trimming
- Robust regression with high coverage.
- On the diversity of estimates.
- The least trimmed squares. I: Consistency.
- The least trimmed squares. III: Asymptotic normality.
- Consistency of the least weighted squares under heteroscedasticity
- Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
- The Least Trimmed Differences Regression Estimator and Alternatives
- ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Aspects of robust linear regression
- Title not available (Why is that?)
- High breakdown point robust regression with censored data
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