On high breakdown point estimation

MaRDI QIDQ1966010zbMATH OpenFDO

Authors Jan Ámos Víšek

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

LMS and LTSdiversity of estimatesnew algorithmsdiagnostics by high breakdown pointsheuristics of high breakdown points

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(20)

• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• An exact polynomial time algorithm for computing the least trimmed squares estimate
• Consistency of the least weighted squares under heteroscedasticity
• The least trimmed squares. I: Consistency.
• The least trimmed squares. III: Asymptotic normality.
• Computing of high breakdown regression estimators without sorting on graphics processing units
• Robust joint modeling of mean and dispersion through trimming
• High breakdown point robust regression with censored data
• Robust regression with high coverage.
• Exact fit points under simple regression with replication
• The Least Trimmed Differences Regression Estimator and Alternatives
• High breakdown analogs of the trimmed mean
• On the diversity of estimates.
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
• A Monte Carlo comparison of several high breakdown and efficient estimators
• The conditional breakdown properties of least absolute value local polynomial estimators
• Aspects of robust linear regression
• scientific article; zbMATH DE number 1747156 (Why is no real title available?)
• Consistency of the instrumental weighted variables

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