Robust estimation in structured linear regression

DOI10.1214/aos/1032181171zbMath0867.62040OpenAlexW2051202161MaRDI QIDQ1354471

Lamine Mili, Clint W. Coakley

Publication date: 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032181171

zbMATH Keywords

S-estimatorsrobust estimatorsgeneral positionleast median of squaresleast trimmed squares estimatorsmaximum breakdown pointD-estimatorsexact fit pointordered absolute residualsreduced positionstructured linear regression model

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Design of statistical experiments (62K99) Survival analysis and censored data (62N99)

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A resistant test for simple linear regression ⋮ Nonsingular subsampling for regression S estimators with categorical predictors ⋮ Formulas for the Exact LMS and LQS Estimators ⋮ Breakdown points for designed experiments ⋮ The breakdown value of the \(L_1\) estimator in contingency tables ⋮ Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. ⋮ On the (co)girth of a connected matroid ⋮ Breakdown points and variation exponents of robust \(M\)-estimators in linear models ⋮ A central limit theorem for multivariate generalized trimmed \(k\)-means ⋮ Robust regression with both continuous and categorical predictors ⋮ Applied regression analysis bibliography update 1994-97

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