Robust estimation of the conditional median function at elliptical models

DOI10.1016/S0167-7152(00)00176-0MaRDI QIDQ5933622zbMATH OpenFDO

Authors Christophe Croux, Catherine Dehon, Peter Rousseeuw, Stefan Van Aelst

Publication date 19 November 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00176-0

zbMATH Keywords

elliptical modelsmedianrobustness

Mathematics Subject Classification ID

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

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Cites work

• Asymptotics for the minimum covariance determinant estimator
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• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
• Maxbias curves of robust scale estimators based on subranges
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust regression through robust covariances
• Robust Statistics
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

Cited in

(4)

• Robust nonparametric inference for the median
• Robust median estimator for generalized linear models with binary responses
• Robust linear discriminant analysis using S-estimators
• Robust online signal extraction from multivariate time series

Describes a project that uses

Uses Software

• robustbase

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