A resampling design for computing high-breakdown regression

DOI10.1016/0167-7152(93)90180-QzbMath0800.62190OpenAlexW2064076724MaRDI QIDQ689489

Peter J. Rousseeuw

Publication date: 2 January 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90180-q

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Local and global robustness of regression estimators ⋮ Robust procedures in multiple regression: \(p\)-subsets and a computational proposal ⋮ Simulated annealing for higher dimensional projection depth ⋮ Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms ⋮ Exact computation of bivariate projection depth and the Stahel-Donoho estimator ⋮ On min-max majority and deepest points ⋮ Unconventional features of positive-breakdown estimators

Cites Work

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• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• On One-Step GM Estimates and Stability of Inferences in Linear Regression

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