Min-max bias robust regression

DOI10.1214/AOS/1176347384zbMATH Open0713.62068OpenAlexW1997258346MaRDI QIDQ750060FDOQ750060

Ruben H. Zamar, R. Douglas Martin, Victor J. Yohai

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347384

zbMATH Keywords

estimating equationrate of convergencequantilesbreakdown pointminimization problemscaled residualsM-estimatesscale estimatesbounded influence function type generalized M-estimatesepsilon contamination neighborhoodsequivariant regression estimatesglobal robustnessHuber Proposal 2 simultaneous estimatesleast median of squared residuals estimatormaximum asymptotic bias of regression estimatesmin- max bias problemmin-max S-estimatorminimum gross-error sensitivity GM-estimateRousseeuw-Yohai S-estimates of regression

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (52)

• Robust statistics: a selective overview and new directions
• Robust and efficient estimation of the residual scale in linear regression
• A parametric framework for the comparison of methods of very robust regression
• M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result
• A local breakdown property of robust tests in linear regression
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Robust estimation of variance components
• Robust Regression Using Data Partitioning and M-Estimation
• Combining locally and globally robust estimates for regression
• The influence function and maximum bias of Tukey's median
• Sharpening Wald-type inference in robust regression for small samples
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
• Optimal locally robust M-estimates of regression
• Transfer function models with time-varying coefficients
• On the diversity of estimates.
• The deepest regression method
• A class of robust and fully efficient regression estimators
• Maximum bias curves for robust regression with non-elliptical regressors
• Globally robust confidence intervals for simple linear regression
• A note on the behaviour of residual plots in regression
• Robust tests for linear regression models based on \(\tau\)-estimates
• Higher-Order Infinitesimal Robustness
• Stability under contamination of robust regression estimators based on differences of residuals.
• Depth weighted scatter estimators
• Influence function and maximum bias of projection depth based estimators.
• Applied regression analysis bibliography update 1988-89
• Robust regression quantiles.
• An algorithm for deepest multiple regression
• Globally robust inference for the location and simple linear regression models
• Positive-breakdown regression by minimizing nested scale estimators
• Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution
• On the explosion rate of maximum-bias functions
• Maximum Deviation Curves for Location Estimators
• The bias of \(k\)-step M-estimators
• Breakdown points for designed experiments
• Relationships between maximum depth and projection regression estimates
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Robustness of least distances estimate in ultivariate linear models
• Functional stability of one-step GM-estimators in approximately linear regression
• Robust minium bias iteration algorithms for classification ratemaking and loss reserving
• Bias robustness of three median-based regression estimates.
• Robust linear regression via bounded influence \(M\)-estimators
• Robust estimation in structured linear regression
• Stochastic Ordering of Likelihood Ratios and Partial Sufficiency
• Local and global robustness of regression estimators
• Robust regression with a distributed intercept using least median of squares
• Globul robustness of location and dispersion estimates
• High-breakdown robust multivariate methods
• Min-max asymptotic variance of M-estimates of location when scale is unknown
• Propagation of outliers in multivariate data
• Robustness of the deepest projection regression functional
• On the estimation of the influence curve

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