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

DOI10.2307/2291211zbMATH Open0795.62062OpenAlexW4250262117MaRDI QIDQ4292147FDOQ4292147

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 normalitystrong consistencylinear modelrobust estimationregularity conditionsasymptotic linearity\(M\)-estimatessigned rank statisticexact fit propertytrimmed residualsmaximal breakdown pointminimizing an objective function

Mathematics Subject Classification ID

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

Cited In (25)

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

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