Optimal locally robust M-estimates of regression

DOI10.1016/S0378-3758(97)00040-2zbMath0914.62024OpenAlexW1966963843MaRDI QIDQ1378822

Ruben H. Zamar, Víctor J. Yohai

Publication date: 14 June 1999

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)00040-2

zbMATH Keywords

gross error sensitivitymaximum bias functionbias-robustnesscontamination sensitivityHampel problemresidual admissibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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