The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators

DOI10.1016/0167-7152(94)90186-4zbMath0803.62027OpenAlexW2005656886MaRDI QIDQ1324556

Mara Tableman

Publication date: 5 January 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90186-4

zbMATH Keywords

robustnessbreakdown pointunivariate casehalf-sample estimatorsbounded influence functionsfinite gross-error sensitivityfinite rejection pointinfinite local-shift sensitivityleast trimmed absolute deviations estimatorRousseeuw's least trimmed squares estimator

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• Nonparametric interval and point prediction using data trimmed by a Grubbs-type outlier rule
• Highly efficient estimators of multivariate location with high breakdown point
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• Least Median of Squares Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Nonparametric Statistical Data Modeling

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