Robust median estimator in logistic regression
DOI10.1016/j.jspi.2008.02.010zbMath1146.62015OpenAlexW2001264055MaRDI QIDQ951041
Leandro Pardo, Igor Vajda, Tomáš Hobza
Publication date: 29 October 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.010
tablesrobustnessconsistencyasymptotic normalityMLEBianco and Yohai estimatorCroux and Haselbroeck estimatormedian estimatorMorgenthaler estimator
Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
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- High breakdown-point and high efficiency robust estimates for regression
- A general asymptotic theory of \(M\)-estimators. II
- Robust median estimator in logistic regression
- Robustness against separation and outliers in logistic regression
- Implementing the Bianco and Yohai estimator for logistic regression
- Robust inference for generalized linear models with application to logistic regression
- Robust adaptive estimators for binary regression models
- M-estimators of structural parameters in pseudolinear models.
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Testing in logistic regression models based on \(\phi\)-divergences measures
- Least-absolute-deviations fits for generalized linear models
- Regression Quantiles
- Robust Statistics
- Preface
- Asymptotic distribution of regression M-estimators
- Robust estimation in the logistic regression model
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