About Regression Estimators with High Breakdown Point

DOI10.1080/02331889808802657zbMath1077.62513OpenAlexW2073604453MaRDI QIDQ4228052

N. M. Neykov, D. Vandev

Publication date: 1998

Published in: Statistics (Search for Journal in Brave)

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (20)

Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies ⋮ One-step robust estimation of fixed-effects panel data models ⋮ Outlier detection in interval data ⋮ Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation ⋮ Robust diagnostics for the heteroscedastic regression model ⋮ Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. ⋮ Robust joint modeling of mean and dispersion through trimming ⋮ The least trimmed quantile regression ⋮ Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator ⋮ Issues of robustness and high dimensionality in cluster analysis ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ Trimmed likelihood estimators for lifetime experiments and their influence functions ⋮ Robust estimation and variable selection in heteroscedastic linear regression ⋮ Robust estimation and regression with parametric quantile functions ⋮ Robust fitting of mixtures using the trimmed likelihood estimator ⋮ The minimum weighted covariance determinant estimator ⋮ Robust maximum likelihood estimation for stochastic state space model with observation outliers ⋮ Efficient \(F\) measure maximization via weighted maximum likelihood ⋮ Optimally robust estimators in generalized Pareto models ⋮ Discussion: The forward search: theory and data analysis

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• Breakdown points for designed experiments
• Least Median of Squares Regression
• Rank-Based Estimates in the Linear Model with High Breakdown Point
• Least median of weighted squares in logistic regression with large strata
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Robust Statistics

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