Stability under contamination of robust regression estimators based on differences of residuals.

DOI10.1016/S0378-3758(97)00169-9zbMath1067.62524OpenAlexW2595685582MaRDI QIDQ1299423

José R. Berrendero, Juan J. Romo

Publication date: 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00169-9

zbMATH Keywords

S-estimatorsRobust regressionGS-estimatorsMaxbias curveMinimax bias

Mathematics Subject Classification ID

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

Related Items

Bias robustness of three median-based regression estimates. ⋮ Multivariate generalized S-estimators ⋮ Maximum bias curves for robust regression with non-elliptical regressors

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