Finite sample stability properties of the least median of squares estimator

DOI10.1080/00949659708811841zbMath0879.62023OpenAlexW2086122370MaRDI QIDQ4349756

Thomas P. Hettmansperger, Simon J. Sheather, Joseph W. McKean

Publication date: 22 January 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811841

zbMATH Keywords

robustnesslinear modelinfluence functionsensitivity curvecurse of dimensionalitybreakdown pointLMS-estimateexact fit

Mathematics Subject Classification ID

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

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Cites Work

• Aspects of robust linear regression
• Unconventional features of positive-breakdown estimators
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Generalized S-Estimators