Sensivity functions and numerical analysis of the repeated median slope
type: Item
instance of: scholarly article
title: Sensivity functions and numerical analysis of the repeated median slope
zbMATH Open document ID: 0936.62075
author: Peter Rousseeuw
author: Christophe Croux
author: Ola G. Hössjer
published in: Computational Statistics
publication date: 2000-03-02T00:00:00Z
review text: The authors consider the simple linear regression model \(y_i=\alpha+\beta x_i +\varepsilon_i\), \(i=1,\dots, n,\) where \(z_i=(x_i,y_i)\) are the observations and \(\varepsilon_i\) represent noise. It is assumed that \(x_i\) and \(\varepsilon_i\) are mutually independent with distributions \(G\) and \(F\), respectively. The repeated median slope estimate of the parameter \(\beta\) is investigated. The asymptotic behaviour of the estimate is investigated with the help of numerical analysis methods. Some graphical displays are provided to facilitate the interpretation.
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 1409692
zbMATH Keywords: robust regression
zbMATH Keywords: simulations
zbMATH Keywords: asymptotic normality
zbMATH Keywords: influence functions
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1409692