Improving bias-robustness of regression estimates through projections

DOI10.1016/S0167-7152(99)00151-0zbMath0972.62043OpenAlexW2028813537WikidataQ126312699 ScholiaQ126312699MaRDI QIDQ1974082

Matías Salibián Barrera, Ricardo Antonio Maronna, Víctor J. Yohai

Publication date: 25 July 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00151-0

zbMATH Keywords

robustnessasymptotic biasmaximum bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (1)

Robust regression quantiles.

Cites Work

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• The feasible set algorithm for least median of squares regression
• Bias-robust estimates of regression based on projections
• A local breakdown property of robust tests in linear regression
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Local and global robustness of regression estimators
• Functional stability of one-step GM-estimators in approximately linear regression
• Breakdown points for designed experiments
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale

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