About Regression Estimators with High Breakdown Point
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Publication:4228052
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- A note on the breakdown point of the least median of squares and least trimmed squares estimators
- Breakdown points for designed experiments
- Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
- Exact fit points under simple regression with replication
- Least Median of Squares Regression
- Least median of weighted squares in logistic regression with large strata
- Maximum likelihood estimates in exponential response models
- On robust logistic case-control studies with response-dependent weights
- Rank-Based Estimates in the Linear Model with High Breakdown Point
- Robust Statistics
Cited in
(35)- scientific article; zbMATH DE number 1569647 (Why is no real title available?)
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
- Outlier detection in interval data
- Breakdown points of Cauchy regression-scale estimators
- scientific article; zbMATH DE number 3962956 (Why is no real title available?)
- Efficient \(F\) measure maximization via weighted maximum likelihood
- Gaining Outlier Resistance With Progressive Quantiles: Fast Algorithms and Theoretical Studies
- An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
- Robust joint modeling of mean and dispersion through trimming
- Optimally robust estimators in generalized Pareto models
- Issues of robustness and high dimensionality in cluster analysis
- On the diversity of estimates.
- The minimum weighted covariance determinant estimator
- Trimmed estimator for circular-circular regression: breakdown properties and an exact algorithm for computation
- 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
- A note on efficient regression estimators with positive breakdown point
- Robust maximum likelihood estimation for stochastic state space model with observation outliers
- Trimmed likelihood estimators for lifetime experiments and their influence functions
- Discussion: The forward search: theory and data analysis
- Breakdown in Nonlinear Regression
- Robust estimation and regression with parametric quantile functions
- Least median of weighted squares in logistic regression with large strata
- 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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