Breakdown in Nonlinear Regression

DOI10.2307/2290636MaRDI QIDQ4037620zbMATHOpenAlexFDO

Authors Arnold J. Stromberg, David Ruppert

Publication date 16 May 1993

Full work available at URL http://hdl.handle.net/11299/199556

zbMATH Keywords

breakdown pointleast squares estimatorupper and lower boundsleast median of squaresbreakdown functionsinvariance to reparameterizationleast trimmed sum of squares estimatormonotonic regression functionsunbounded regression functions

Mathematics Subject Classification ID

General nonlinear regression (62J02) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(30)

• Breakdown and groups. (With discussions and rejoinder)
• Robust inference for nonlinear regression models
• Estimation, model discrimination, and experimental design for implicitly given nonlinear models of enzyme catalyzed chemical reactions
• A resistant learning procedure for coping with outliers
• High-breakdown robust multivariate methods
• Assessing robustness of classification using an angular breakdown point
• Breakdown properties of location \(M\)-estimators
• A model selection method for S‐estimation
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Bounded influence nonlinear signed-rank regression
• Exact fit points under simple regression with replication
• Quantitative robustness of instance ranking problems
• A local breakdown property of robust tests in linear regression
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Consistency of the least median of squares estimator in nonlinear regression
• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• Least trimmed squares in nonlinear regression under dependence
• Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
• An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Confirmation of multiple outliers in generalized linear and nonlinear regressions
• The effect of data contamination in sliced inverse regression and finite sample breakdown point
• The conditional breakdown properties of least absolute value local polynomial estimators
• Robust covariance estimates based on resampling
• Aspects of robust linear regression
• Semiparametric robust estimation of truncated and censored regression models
• Some quantitative relationships between two types of finite sample breakdown point
• The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
• Breakdown-point for spatially and temporally correlated observations
• Statistical learning for recommending (robust) nonlinear regression methods

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