scientific article; zbMATH DE number 3647966

zbMATH Open0416.62050MaRDI QIDQ3206151FDOQ3206151

Authors: Victor J. Yohai, Ricardo Antonio Maronna, Oscar Bustos 

Publication date: 1979

Title of this publication is not available (Why is that?)

zbMATH Keywords

linear modelregressionM-estimatorsrobust efficiencyrandom carriersrobust bias

Mathematics Subject Classification ID

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

Cited In (32)

• Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation
• Robust estimation in simultaneous equations models
• A local breakdown property of robust tests in linear regression
• On the computation and efficiency of a HBP-GM estimator some simulation results
• Robust regression through robust covariances
• Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood
• Combining locally and globally robust estimates for regression
• Breakdown points of Cauchy regression-scale estimators
• Unconventional features of positive-breakdown estimators
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Optimal locally robust M-estimates of regression
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• Some results for robust GM-based estimators in heteroscedastic regression models
• A comparison between two robust regression estimators by means of robust covariances
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Robust estimators for generalized linear models
• Robust weighted LAD regression
• A note on efficient regression estimators with positive breakdown point
• Robust regression with both continuous and categorical predictors
• Robust variable selection via penalized MT-estimator in generalized linear models
• Robust estimation of nonlinear regression with autoregressive errors.
• M-methods in multivariate linear models
• Functional stability of one-step GM-estimators in approximately linear regression
• General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
• Robust estimation of stationary continuous‐time arma models via indirect inference
• Title not available (Why is that?)
• Local and global robustness of regression estimators
• High-breakdown robust multivariate methods
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
• Semiparametric robust estimation of truncated and censored regression models

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