The Breakdown Point of Simultaneous General M Estimates of Regression and Scale

DOI10.2307/2290400MaRDI QIDQ3359581zbMATH OpenOpenAlexFDO

Authors Victor J. Yohai, Ricardo Antonio Maronna

Publication date 1991

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2290400

zbMATH Keywords

breakdown pointlinear modelnormal distributionregression parameterrobust estimatesscale parametersimultaneous general M estimates

Mathematics Subject Classification ID

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

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(13)

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• Breakdown points of Cauchy regression-scale estimators
• Comparative analysis for robust penalized spline smoothing methods
• Classical and Bayesian aspects of robust unit root inference
• Generic consistency of the break-point estimators under specification errors in a multiple-break model
• Applied regression analysis bibliography update 1990-91
• Quantile estimation for a selected normal population
• The Finite Sample Breakdown Point of \boldmath\ell₁-Regression
• Robust estimation of stationary continuous-time ARMA models via indirect inference
• Robust estimation for linear regression with asymmetric errors
• Some quantitative relationships between two types of finite sample breakdown point
• The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale
• Non-asymptotic robustness analysis of regression depth median

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