Generalized S-Estimators
From MaRDI portal
Publication:4323556
DOI10.2307/2290990zbMath0812.62073OpenAlexW4252574115MaRDI QIDQ4323556
Christophe Croux, Peter J. Rousseeuw, Ola G. Hössjer
Publication date: 23 February 1995
Full work available at URL: https://doi.org/10.2307/2290990
algorithmrobustnessinfluence functionbreakdown pointleast median of squaresGS-estimatorsgeneralized S-estimatormaxbias curvegeneralized M-estimator of residual scalepositive-breakdown regression model
Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Robust estimation in structured linear regression ⋮ Incomplete generalized \(L\)-statistics ⋮ Positive-breakdown regression by minimizing nested scale estimators ⋮ Online signal extraction by robust linear regression ⋮ The historical development of the linear minimax absolute residual estimation procedure 1786--1960 ⋮ Strong convergence rate of the least median absolute estimator in linear regression models ⋮ High-breakdown robust multivariate methods ⋮ On the Computation of Symmetrized M-Estimators of Scatter ⋮ \(\sqrt n\)-consistent robust integration-based estimation ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ Uniform strong consistency of robust estimators. ⋮ An evolutionary algorithm for robust regression ⋮ Globul robustness of location and dispersion estimates ⋮ Finite sample stability properties of the least median of squares estimator ⋮ Bias robustness of three median-based regression estimates. ⋮ Symmetrised M-estimators of multivariate scatter ⋮ Robust linear regression: A review and comparison ⋮ Adaptive robust regression with continuous Gaussian scale mixture errors ⋮ The multivariate least-trimmed squares estimator ⋮ Estimates of MM type for the multivariate linear model ⋮ New algorithms for computing the least trimmed squares regression estimator ⋮ High breakdown estimators for principal components: the projection-pursuit approach revis\-ited ⋮ Highly robust estimation of dispersion matrices ⋮ A note on the uniform asymptotic normality of location M-estimates ⋮ Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels ⋮ Multivariate generalized S-estimators ⋮ Improving robust ratio estimation in longitudinal surveys with outlier observations ⋮ Computing the least quartile difference estimator in the plane ⋮ Robustness by reweighting for kernel estimators: an overview ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Stability under contamination of robust regression estimators based on differences of residuals. ⋮ \(M\)-functionals of multivariate scatter ⋮ On the global robustness of generalized S-estimators
This page was built for publication: Generalized S-Estimators