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

DOI10.2307/2291211zbMATH Open0795.62062OpenAlexW4250262117MaRDI QIDQ4292147FDOQ4292147

Authors 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)

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Cited in

(26)

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

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