Bounded influence estimation for regression and scale

DOI10.1080/02331888.2010.540668zbMath1316.62101OpenAlexW2076873159MaRDI QIDQ3143483

Matthias Kohl

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.540668

zbMATH Keywords

asymptotically linear estimatorsinfluence curvesM estimatesminmax MSE over contamination neighbourhoods mathematics classificationregression and scale

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• R
• RobRex
• RobASt

Cites Work

• Fisher information of scale
• Estimates derived from robust tests
• Optimum robust estimation of linear aspects in conditionally contaminated linear models
• Robust asymptotic statistics
• Parametric statistical theory: with the assistance of R. Hamböker
• A finite–sample minimax regression estimator
• Optimal bounded influence regression and scale m-estimators in the context of experimental desing
• Robust Statistics
• Robust Estimation of a Location Parameter
• Robust Statistics
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• Unnamed Item

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