The repeated median intercept estimator: Influence function and asymptotic normality

DOI10.1006/jmva.1995.1003zbMath0852.62062OpenAlexW2019833155MaRDI QIDQ1343347

Ida Ruts, Ola G. Hössjer, Peter J. Rousseeuw

Publication date: 12 November 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://repository.uantwerpen.be/docman/irua/642d5a/5146.pdf

zbMATH Keywords

noiseasymptotic normalityMonte Carlobreakdown pointresidualsbivariate Gaussiansimple linear regressionFisher consistent estimatorintercept estimatorpreliminary slope estimatorrepeated median estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Online signal extraction by robust linear regression ⋮ Real‐time signal processing by adaptive repeated median filters

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