On One-Step GM Estimates and Stability of Inferences in Linear Regression
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Publication:4031152
DOI10.2307/2290275zbMath0781.62104OpenAlexW4244761004MaRDI QIDQ4031152
Douglas G. Simpson, David Ruppert, Raymond J. Carroll
Publication date: 1 April 1993
Full work available at URL: https://doi.org/10.2307/2290275
asymmetrybreakdown pointleast median of squaresone-step estimationslope parametersminimum volume ellipsoidlarge sample distributionbounded influence functionslocation and scatter estimatesone-step GM estimatorsrate of convergence of the preliminary estimatesroot-\(n\) consistent estimatesstandard error breakdown
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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