Small sample efficiency and exact fit for Cauchy regression models

DOI10.1016/0167-7152(94)90006-XzbMath0791.62028OpenAlexW2053376735MaRDI QIDQ1324562

Stephan Morgenthaler

Publication date: 5 July 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90006-x

zbMATH Keywords

robust regressionequivariant estimatorsglobal robustnessconfigural polysamplingCauchy-like error distributionconditional Cauchy inferenceextremely heavy-tailed distributionoptimal finite sample performance

Mathematics Subject Classification ID

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

Related Items (1)

Unconventional features of positive-breakdown estimators

Cites Work

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• Asymptotics for configural location estimators
• A note on high-breakdown estimators
• A note on efficient regression estimators with positive breakdown point
• Redescending \(M\)-estimates of multivariate location and scatter
• Conditional inference and Cauchy models
• Leverage and Breakdown in L 1 Regression

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