Breakdown in Nonlinear Regression

DOI10.2307/2290636zbMATH Open0765.62067OpenAlexW4239952629MaRDI QIDQ4037620FDOQ4037620

David Ruppert, Arnold J. Stromberg

Publication date: 16 May 1993

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

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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)

Cited In (30)

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

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