Rank-Based Estimates in the Linear Model with High Breakdown Point

DOI10.2307/2291211MaRDI QIDQ4292147zbMATH OpenOpenAlexFDO

Authors Ola G. Hössjer

Publication date 10 July 1994

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/3bddcd636a17417a195503dabb39fa9bdc5dee84

zbMATH Keywords

\(M\)-estimatesasymptotic linearityasymptotic normalityexact fit propertylinear modelmaximal breakdown pointminimizing an objective functionregularity conditionsrobust estimationsigned rank statisticstrong consistencytrimmed residuals

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cited in

(26)

• Stability under contamination of robust regression estimators based on differences of residuals.
• A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• A central limit theorem for multivariate generalized trimmed \(k\)-means
• Maximum bias curves for robust regression with non-elliptical regressors
• Breakdown points for designed experiments
• Positive-breakdown regression by minimizing nested scale estimators
• Generalized signed-rank estimation for regression models with non-ignorable missing responses
• An evolutionary algorithm for robust regression
• The multivariate least-trimmed squares estimator
• The asymptotics of MM-estimators for linear regression with fixed designs
• Least trimmed squares in nonlinear regression under dependence
• Behavior of elemental sets in regression
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• CVaR (superquantile) norm: stochastic case
• Bounded influence nonlinear signed-rank regression
• Estimation in a linear model based on regression rank scores
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Applied regression analysis bibliography update 1994-97
• About Regression Estimators with High Breakdown Point
• Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models
• Generalized signed-rank estimation and selection for the functional linear model
• Robust signed-rank variable selection in linear regression
• \(\sqrt n\)-consistent robust integration-based estimation
• The minimum weighted covariance determinant estimator
• High-breakdown robust multivariate methods

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