Rank-Based Estimates in the Linear Model with High Breakdown Point

DOI10.2307/2291211zbMath0795.62062OpenAlexW4250262117MaRDI QIDQ4292147

Ola G. Hössjer

Publication date: 10 July 1994

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3bddcd636a17417a195503dabb39fa9bdc5dee84

zbMATH Keywords

asymptotic normalityregularity conditionslinear modelstrong consistencyrobust estimationasymptotic linearity\(M\)-estimatessigned rank statisticexact fit propertytrimmed residualsmaximal breakdown pointminimizing an objective function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (24)

Robust Signed-Rank Variable Selection in Linear Regression ⋮ Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models ⋮ Breakdown points for designed experiments ⋮ CVaR (superquantile) norm: stochastic case ⋮ A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs ⋮ Behavior of elemental sets in regression ⋮ Positive-breakdown regression by minimizing nested scale estimators ⋮ Generalized signed-rank estimation and selection for the functional linear model ⋮ Bounded influence nonlinear signed-rank regression ⋮ High-breakdown robust multivariate methods ⋮ \(\sqrt n\)-consistent robust integration-based estimation ⋮ Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. ⋮ An evolutionary algorithm for robust regression ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ The multivariate least-trimmed squares estimator ⋮ Generalized signed-rank estimation for regression models with non-ignorable missing responses ⋮ The asymptotics of MM-estimators for linear regression with fixed designs ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ The minimum weighted covariance determinant estimator ⋮ A central limit theorem for multivariate generalized trimmed \(k\)-means ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Stability under contamination of robust regression estimators based on differences of residuals. ⋮ Maximum bias curves for robust regression with non-elliptical regressors ⋮ About Regression Estimators with High Breakdown Point

This page was built for publication: Rank-Based Estimates in the Linear Model with High Breakdown Point