On consistency factors and efficiency of robust \(S\)-estimators

DOI10.1007/s11749-014-0357-7zbMath1308.62106OpenAlexW2103148927MaRDI QIDQ2513931

Andrea Cerioli, Marco Riani, Francesca Torti

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0357-7

zbMATH Keywords

asymptotic variancerobust regressionbreakdown pointMahalanobis distancebiweight functionelliptical truncation

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (14)

Reliable Robust Regression Diagnostics ⋮ Outlier-free merging of homogeneous groups of pre-classified observations under contamination ⋮ An impartial trimming algorithm for robust circle fitting ⋮ Robust Bayesian regression with the forward search: theory and data analysis ⋮ Introducing Prior Information into the Forward Search for Regression ⋮ How to Marry Robustness and Applied Statistics ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Monitoring robust regression ⋮ S-estimation of hidden Markov models ⋮ Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen ⋮ Covariance matrices of S robust regression estimators ⋮ The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ The minimum weighted covariance determinant estimator revisited ⋮ Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample

Uses Software

• robustbase
• FSDA
• rrcov

Cites Work

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