On high breakdown point estimation (Q1966010)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On high breakdown point estimation |
scientific article; zbMATH DE number 1409717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On high breakdown point estimation |
scientific article; zbMATH DE number 1409717 |
Statements
On high breakdown point estimation (English)
0 references
2 March 2000
0 references
The linear regression model \(Y_i=\sum_{j=1}^pX_{ij}\beta_j+e_i\), \(i=1,2,...\), is considered. The aim of paper is to clarify the behaviour of high breakdown point estimators for this model. The performance of new algorithms for the least median of squares and the least trimmed squares is discussed. Some numerical examples are considered and it is shown that some caution is inevitable.
0 references
diagnostics by high breakdown points
0 references
diversity of estimates
0 references
LMS and LTS
0 references
heuristics of high breakdown points
0 references
new algorithms
0 references
0 references
0 references
0.84111667
0 references
