Robust estimation in structured linear regression

DOI10.1214/AOS/1032181171MaRDI QIDQ1354471zbMATH OpenOpenAlexFDO

Authors Lamine Mili, Clint W. Coakley

Publication date 1996

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

Full work available at URL https://doi.org/10.1214/aos/1032181171

zbMATH Keywords

general positionrobust estimatorsleast median of squaresleast trimmed squares estimatorsS-estimatorsmaximum breakdown pointD-estimatorsexact fit pointordered absolute residualsreduced positionstructured linear regression model

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Design of statistical experiments (62K99) Survival analysis and censored data (62N99)

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Cites work

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• Response surface methodology. Process and product optimization using designed experiments
• Robust state estimation of electric power systems
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator

Cited in

(13)

• A resistant test for simple linear regression
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Nonsingular subsampling for regression S estimators with categorical predictors
• A central limit theorem for multivariate generalized trimmed \(k\)-means
• Breakdown points for designed experiments
• Robust regression with both continuous and categorical predictors
• The breakdown value of the L₁ estimator in contingency tables
• Robust best linear estimation for regression analysis using surrogate and instrumental variables
• Applied regression analysis bibliography update 1994-97
• Structured Least Squares Problems and Robust Estimators
• On the (co)girth of a connected matroid
• Formulas for the exact LMS and LQS estimator
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models

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