Breakdown points and variation exponents of robust \(M\)-estimators in linear models
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Publication:1568279
DOI10.1214/aos/1017938920zbMath0959.62029OpenAlexW2064534526MaRDI QIDQ1568279
Christine H. Müller, Ivan Mizera
Publication date: 2 May 2001
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1017938920
Linear regression; mixed models (62J05) Design of statistical experiments (62K99) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)
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Cites Work
- Finite sample breakdown of M- and P-estimators
- Tail-behavior of location estimators
- Robust estimation in structured linear regression
- Robust planning and analysis of experiments
- Breakdown points for designed experiments
- On the unimodality of the likelihood for the Cauchy distribution: Some comments
- Tail Behavior of Regression Estimators and their Breakdown Points
- Leverage and Breakdown in L 1 Regression
- On the unimodality of the likelihood for the Cauchy distribution
- Robust Statistics
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