About Regression Estimators with High Breakdown Point

DOI10.1080/02331889808802657zbMATH Open1077.62513OpenAlexW2073604453MaRDI QIDQ4228052FDOQ4228052

Publication date: 1998

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889808802657

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Cites Work

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Robust Statistics
Maximum likelihood estimates in exponential response models
Least Median of Squares Regression
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Rank-Based Estimates in the Linear Model with High Breakdown Point
Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
On robust logistic case-control studies with response-dependent weights
Least median of weighted squares in logistic regression with large strata
A note on the breakdown point of the least median of squares and least trimmed squares estimators
Breakdown points for designed experiments
Exact fit points under simple regression with replication

Cited In (35)

Title not available (Why is that?)
Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
Outlier detection in interval data
Title not available (Why is that?)
Breakdown points of Cauchy regression-scale estimators
Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
Efficient $F$ measure maximization via weighted maximum likelihood
An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
Optimally robust estimators in generalized Pareto models
Robust joint modeling of mean and dispersion through trimming
Issues of robustness and high dimensionality in cluster analysis
On the diversity of estimates.
Trimmed estimator for circular-circular regression: breakdown properties and an exact algorithm for computation
The minimum weighted covariance determinant estimator
The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression
General trimmed estimation: robust approach to nonlinear and limited dependent variable models
Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
Robust estimation and variable selection in heteroscedastic linear regression
The least trimmed quantile regression
On high breakdown point estimation
One-step robust estimation of fixed-effects panel data models
Robust fitting of mixtures using the trimmed likelihood estimator
The Least Trimmed Differences Regression Estimator and Alternatives
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
Robust maximum likelihood estimation for stochastic state space model with observation outliers
A note on efficient regression estimators with positive breakdown point
Trimmed likelihood estimators for lifetime experiments and their influence functions
Discussion: The forward search: theory and data analysis
Breakdown in Nonlinear Regression
Least median of weighted squares in logistic regression with large strata
Robust estimation and regression with parametric quantile functions
Robust diagnostics for the heteroscedastic regression model
High breakdown point robust regression with censored data
Breakdown points of t-type regression estimators
Minimum covariance determinant and extensions

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