Positive-breakdown regression by minimizing nested scale estimators

DOI10.1016/0378-3758(95)00128-XzbMath0854.62027OpenAlexW1971218028MaRDI QIDQ1923438

Peter J. Rousseeuw, Annemie van Bael, Christophe Croux

Publication date: 19 January 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00128-x

zbMATH Keywords

influence functionbreakdown pointrobust regression estimatorsbias curveconcentrations of plutonium isotopesGaussian efficiencyleast trimmed median estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics (62P99)

Related Items

The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities, A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid, An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator, Globul robustness of location and dispersion estimates, Stability under contamination of robust regression estimators based on differences of residuals., Maximum bias curves for robust regression with non-elliptical regressors

Uses Software

• AS 282

Cites Work

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