High breakdown point robust regression with censored data
From MaRDI portal
Publication:2477055
Abstract: In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize the LMS (least median of squares), S, MM and -estimators for linear regression. An important contribution of this paper is that we can define consistent estimators using a bounded loss function (or equivalently, a redescending score function). Since the calculation of these estimators can be computationally costly, we propose an efficient algorithm to compute them. We illustrate their use on an example and present simulation studies that show that these estimators also have good finite sample properties.
Recommendations
- scientific article; zbMATH DE number 35508
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- On high breakdown point estimation
- High breakdown-point and high efficiency robust estimates for regression
- About Regression Estimators with High Breakdown Point
Cites work
- A large sample study of the life table and product limit estimates under random censorship
- A missing information principle and \(M\)-estimators in regression analysis with censored and truncated data
- Consistency results for linear regression with censored data
- Consistent estimation under random censorship when covariables are present
- Estimation in a linear regression model with censored data
- High breakdown point robust regression with censored data
- High breakdown-point and high efficiency robust estimates for regression
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 3905646 (Why is no real title available?)
- scientific article; zbMATH DE number 1183926 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 3795247 (Why is no real title available?)
- Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
- Least Median of Squares Regression
- Least squares regression with censored data
- Linear regression with censored data
- Nonparametric Estimation from Incomplete Observations
- On the optimality of S-estimators
- Robust Statistics
- The strong law under random censorship
- Uniform Representation of Product‐Limit Integrals with Applications
Cited in
(10)- Robust estimators of accelerated failure time regression with generalized log-gamma errors
- High breakdown point robust regression with censored data
- Robust regression estimation based on data partitioning
- Breakdown points of t-type regression estimators
- Robust accelerated failure time regression
- Generalized M-estimation for the accelerated failure time model
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust censored regression with _1-norm regularization
- Generalized M-estimators for high-dimensional Tobit I models
- Robust tobit regression for censored observations using extended Box-Cox transformations
This page was built for publication: High breakdown point robust regression with censored data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2477055)
