Robust regression with high coverage.

DOI10.1016/S0167-7152(03)00090-7MaRDI QIDQ1423178zbMATH OpenOpenAlexFDO

Authors David J. Olive, Douglas M. Hawkins

Publication date 14 February 2004

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

Full work available at URL https://doi.org/10.1016/s0167-7152(03)00090-7

zbMATH Keywords

Elemental setsLMSLTALTSOutliers

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear inference, regression (62J99)

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Cites work

• A local breakdown property of robust tests in linear regression
• An Example of the Large Sample Behavior of the Midrange
• Asymptotic Theory of Least Absolute Error Regression
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Cube root asymptotics
• scientific article; zbMATH DE number 3545027 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Least Median of Squares Regression
• Nonparametric interval and point prediction using data trimmed by a Grubbs-type outlier rule
• On a General Concept of "In Probability"
• Regression Depth
• Reweighted LS estimators converge at the same rate as the initial estimator
• The asymptotics of S-estimators in the linear regression model
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators

Cited in

(1)

• Consistent regression using data-dependent coverings

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