A resampling design for computing high-breakdown regression

DOI10.1016/0167-7152(93)90180-QzbMATH Open0800.62190OpenAlexW2064076724MaRDI QIDQ689489FDOQ689489

Peter 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) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Least Median of Squares Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• High breakdown-point and high efficiency robust estimates for regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale

Cited In (7)

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

This page was built for publication: A resampling design for computing high-breakdown regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689489)