A note on efficient regression estimators with positive breakdown point

DOI10.1016/0167-7152(91)90109-5zbMath0744.62094OpenAlexW2076105719MaRDI QIDQ1176993

Stephan Morgenthaler

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90109-5

zbMATH Keywords

regression estimatorsfinite sample efficienciespositive breakdown point

Mathematics Subject Classification ID

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

Related Items (5)

A Monte Carlo comparison of several high breakdown and efficient estimators ⋮ Small sample efficiency and exact fit for Cauchy regression models ⋮ Effect of leverage on the finite sample efficiencies of high breakdown estimators ⋮ Efficiency of MM- and \(\tau\)-estimates for finite sample size ⋮ Unconventional features of positive-breakdown estimators

Cites Work

• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Robust Estimation of a Location Parameter
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