Min-max bias robust regression
type: Item
instance of: scholarly article
title: Min-max bias robust regression
zbMATH Open document ID: 0713.62068
published in: The Annals of Statistics
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 4174164
zbMATH Keywords: epsilon contamination neighborhoods
zbMATH Keywords: global robustness
zbMATH Keywords: quantiles
zbMATH Keywords: maximum asymptotic bias of regression estimates
zbMATH Keywords: M-estimates
zbMATH Keywords: scaled residuals
zbMATH Keywords: scale estimates
zbMATH Keywords: bounded influence function type generalized M-estimates
zbMATH Keywords: minimization problem
zbMATH Keywords: estimating equation
zbMATH Keywords: Huber Proposal 2 simultaneous estimates
zbMATH Keywords: Rousseeuw-Yohai S-estimates of regression
zbMATH Keywords: min- max bias problem
zbMATH Keywords: least median of squared residuals estimator
zbMATH Keywords: minimum gross-error sensitivity GM-estimate
zbMATH Keywords: equivariant regression estimates
zbMATH Keywords: min-max S-estimator
zbMATH Keywords: breakdown point
zbMATH Keywords: rate of convergence
author: R. Douglas Martin
author: Victor J. Yohai
author: Ruben H. Zamar
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1214/aos/1176347384
OpenAlex ID: W1997258346
DOI: 10.1214/AOS/1176347384
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description: scientific article; zbMATH DE number 4174164