A resampling design for computing high-breakdown regression

DOI10.1016/0167-7152(93)90180-QMaRDI QIDQ689489zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 19011 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression

Cited in

(7)

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

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)