Robustness of least distances estimate in ultivariate linear models

DOI10.1080/02331889208802357zbMath0810.62035OpenAlexW1963693666MaRDI QIDQ4322925

Z. J. Liu

Publication date: 13 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889208802357

zbMATH Keywords

outliersrobustnessinfluence functionbreakdown pointmultivariate linear modelsleast squares estimateleast absolute deviations estimateleast distances estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Von Mises calculus for statistical functionals
• Min-max bias robust regression
• Asymptotic theory of least distances estimate in multivariate linear models
• Least Median of Squares Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Robust regression using repeated medians
• Asymptotic Theory of Least Absolute Error Regression
• A General Qualitative Definition of Robustness
• Linear Statistical Inference and its Applications