scientific article; zbMATH DE number 19007

MaRDI QIDQ3976432zbMATHFDO

Authors Victor J. Yohai, Ricardo Antonio Maronna

Publication date 26 June 1992

zbMATH Keywords

numerical comparisonslower boundprojection estimatescontaminationM-estimatesmaximum asymptotic biasone-dimensional projectionsminimax estimatesGM-estimatesP-estimatesbias-robust estimatesequivariant estimatesestimates of a multivariate scatter matrixFisher- consistent regression estimategeneral scaleprojection regression estimatesunivariate regressions of the response variable

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(14)

• Maximum bias curves for robust regression with non-elliptical regressors
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
• The maximum bias of robust covariances
• Projection estimators for generalized linear models
• Some results for robust GM-based estimators in heteroscedastic regression models
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Bias-robust estimates of regression based on projections
• scientific article; zbMATH DE number 775119 (Why is no real title available?)
• A new projection estimate for multivariate location with minimax bias
• Optimal locally robust M-estimates of regression
• Bias robustness of three median-based regression estimates.
• Bias robust estimation in orthogonal regression
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression

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