Min-max bias robust regression (Q750060)

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scientific article; zbMATH DE number 4174164
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English
Min-max bias robust regression
scientific article; zbMATH DE number 4174164

    Statements

    Min-max bias robust regression (English)
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    1989
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    epsilon contamination neighborhoods
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    global robustness
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    quantiles
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    maximum asymptotic bias of regression estimates
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    M-estimates
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    scaled residuals
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    scale estimates
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    bounded influence function type generalized M-estimates
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    minimization problem
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    estimating equation
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    Huber Proposal 2 simultaneous estimates
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    Rousseeuw-Yohai S-estimates of regression
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    min- max bias problem
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    least median of squared residuals estimator
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    minimum gross-error sensitivity GM-estimate
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    equivariant regression estimates
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    min-max S-estimator
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    breakdown point
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    rate of convergence
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    Identifiers

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