On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression

DOI10.1214/009053606000000975zbMath1114.62030arXiv0708.0390OpenAlexW3105783641MaRDI QIDQ997368

José R. Berrendero, David E. Tyler, Beatriz Vaz de Melo Mendes

Publication date: 23 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0390

zbMATH Keywords

robust regressionM-estimatesbreakdown pointS-estimatesconstrained M-estimatesgross error sensitivitymaximum bias curvesmethod of moments estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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