Quantile estimation for a selected normal population

DOI10.1080/03610920008832482MaRDI QIDQ4541697zbMATH OpenOpenAlexFDO

Authors Jorge G. Adrover, Victor J. Yohai

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832482

zbMATH Keywords

robustnesssimultaneous M-estimates

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

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Cites work

• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Aspects of robust linear regression
• Breakdown points for redescending m-estimates of location
• Finite sample breakdown of M- and P-estimators
• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• Measurable selections of extrema
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• On the optimality of S-estimators
• Robust Statistics

Cited in

(12)

• Clusters, outliers, and regression: Fixed point clusters
• On the finite sample breakdown points of redescending M-estimates of location
• M-estimators for regression with changing scale
• The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
• CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION
• De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
• scientific article; zbMATH DE number 2102888 (Why is no real title available?)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• scientific article; zbMATH DE number 850161 (Why is no real title available?)
• scientific article; zbMATH DE number 4186915 (Why is no real title available?)
• The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale
• Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale

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