High breakdown-point and high efficiency robust estimates for regression

DOI10.1214/aos/1176350366zbMath0624.62037OpenAlexW2011627547WikidataQ106880615 ScholiaQ106880615MaRDI QIDQ578791

Víctor J. Yohai

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350366

zbMATH Keywords

linear modelresidualsConsistencycontaminationrobust estimateshigh efficiencyasymptotic biasesasymptotical normalityhigh breakdown-pointinitial regression estimateiterative numerical algorithmM- estimate of the errors scaleM-estimate of the regression parametersMM-estimatesoptimal bounded influence estimatesredescending psi-functionthree- stage procedure

Mathematics Subject Classification ID

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

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