Minimax Aspects of Bounded-Influence Regression

DOI10.2307/2287106zbMath0514.62073OpenAlexW4235372132MaRDI QIDQ3660710

Peter J. Huber

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2287106

zbMATH Keywords

influence functiondata analysisrobust regressiondiagnosticsminimax estimationhat matrixleverage pointsbounded-influence regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

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