High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale

consistency asymptotic normality breakdown point biases adaptive weights high efficiency normal errors M estimate bias robustness convergent iterative computing algorithm gross error contamination new class of robust estimates optimal bounded-influence estimates tau estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Least sum of squares of trimmed residuals regression, Combining locally and globally robust estimates for regression, Robust estimation of the SUR model, \(\tau\)-estimators of regression models with structural change of unknown location, Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function, Estimators of the multiple correlation coefficient: local robustness and confidence intervals, High finite-sample efficiency and robustness based on distance-constrained maximum likelihood, Robust nonnegative garrote variable selection in linear regression, The bias of \(k\)-step M-estimators, The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities, Instrumental variable estimation based on conditional median restriction, Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation., Robustness of confidence intervals for scale parameters based on m-estimators, Efficient and robust scale estimation for trended time series, A novel robust control chart for monitoring multiple linear profiles in phase II, An outlier robust unit root test with an application to the extended Nelson-Plosser data, Robust estimation in structured linear regression, Unnamed Item, Local and global robustness of regression estimators, Robust estimation in simultaneous equations models, Robust and sparse estimators for linear regression models, Asymptotics for M-type smoothing splines with non-smooth objective functions, Robust and efficient estimation of multivariate scatter and location, Robust estimators of accelerated failure time regression with generalized log-gamma errors, Robust tests for linear regression models based on \(\tau\)-estimates, Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance, Robust estimation in partially linear regression models with monotonicity constraints, A robust proposal of estimation for the sufficient dimension reduction problem, Robust and efficient estimation of the residual scale in linear regression, Regression with outlier shrinkage, Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms, Robust sequential learning of feedforward neural networks in the presence of heavy-tailed noise, Aspects of robust canonical correlation analysis, principal components and association, Robust-efficient fitting of mixed linear models: methodology and theory, Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection, Robustness of least distances estimate in ultivariate linear models, Robust Two-Step Wavelet-Based Inference for Time Series Models, Elegant robustification of sparse partial least squares by robustness-inducing transformations, High-breakdown robust multivariate methods, Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds, S-estimation in linear models with structured covariance matrices, \(\sqrt n\)-consistent robust integration-based estimation, Semiparametrically weighted robust estimation of regression models, Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form, On the efficient computation of robust regression estimators, Globul robustness of location and dispersion estimates, A fast algorithm for robust regression with penalised trimmed squares, Bias robustness of three median-based regression estimates., Robust estimators in semiparametric partly linear regression models., A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression, Monitoring robust regression, A note on high-breakdown estimators, A note on efficient regression estimators with positive breakdown point, Improving bias-robustness of regression estimates through projections, An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator, Estimating the inter-occurrence time distribution from superposed renewal processes, Adaptive robust regression with continuous Gaussian scale mixture errors, On the optimality of S-estimators, Robust estimation and testing for general nonlinear regression models, High breakdown point robust regression with censored data, A resampling design for computing high-breakdown regression, Benchmark testing of algorithms for very robust regression: FS, LMS and LTS, Robust estimation and variable selection in heteroscedastic linear regression, \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations, A model selection method for S‐estimation, Highly robust estimation of dispersion matrices, Robust estimation for the multivariate linear model based on a \(\tau\)-scale, The asymptotics of MM-estimators for linear regression with fixed designs, Robust functional regression based on principal components, Deleting outliers in robust regression with mixed integer programming, On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression, Robust forecasting with exponential and Holt-Winters smoothing, Robust nonlinear principal components, Robust elastic net estimators for variable selection and identification of proteomic biomarkers, Robust functional linear regression based on splines, Robust estimation for vector autoregressive models, Multiple outliers detection in sparse high-dimensional regression, Multivariate generalized S-estimators, Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model, Functional stability of one-step GM-estimators in approximately linear regression, Fast and robust bootstrap, Robust model selection using fast and robust bootstrap, Robust functional principal components for irregularly spaced longitudinal data, Robust estimation for linear regression with asymmetric errors, Scale calibration for high-dimensional robust regression, Some results for robust GM-based estimators in heteroscedastic regression models, Stability under contamination of robust regression estimators based on differences of residuals., Maximum bias curves for robust regression with non-elliptical regressors, A class of robust and fully efficient regression estimators, On the explosion rate of maximum-bias functions, Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method, Applied regression analysis bibliography update 1988-89, Robust penalized estimators for functional linear regression, Robust scale estimation under shifts in the mean, A robust and efficient adaptive reweighted estimator of multivariate location and scatter., The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators, Effect of leverage on the finite sample efficiencies of high breakdown estimators, Efficiency of MM- and \(\tau\)-estimates for finite sample size, Unconventional features of positive-breakdown estimators, On the asymptotic behavior of one-step estimates in heteroscedastic regression models.