Small sample efficiency and exact fit for Cauchy regression models

DOI10.1016/0167-7152(94)90006-XMaRDI QIDQ1324562zbMATH OpenOpenAlexFDO

Authors Stephan Morgenthaler

Publication date 5 July 1994

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

Full work available at URL https://doi.org/10.1016/0167-7152(94)90006-x

zbMATH Keywords

robust regressionequivariant estimatorsglobal robustnessconfigural polysamplingCauchy-like error distributionconditional Cauchy inferenceextremely heavy-tailed distributionoptimal finite sample performance

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3713025 (Why is no real title available?)
• scientific article; zbMATH DE number 52751 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A note on efficient regression estimators with positive breakdown point
• A note on high-breakdown estimators
• Asymptotics for configural location estimators
• Conditional inference and Cauchy models
• Leverage and Breakdown in L 1 Regression
• Redescending \(M\)-estimates of multivariate location and scatter

Cited in

(4)

• Exact fit points under simple regression with replication
• Unconventional features of positive-breakdown estimators
• Small response estimation when parameter sign is known
• Joint estimation and tests of hypothesis of regression and scale parameters in a simple linear model with cauchy errors based on a few regression quantiles

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