메뉴 건너뛰기




Volumn 70, Issue 1, 1998, Pages 149-165

Stability under contamination of robust regression estimators based on differences of residuals

Author keywords

GS estimators; Maxbias curve; Minimax bias; Robust regression; S estimators

Indexed keywords


EID: 0032114340     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00169-9     Document Type: Article
Times cited : (5)

References (13)
  • 3
    • 84950646761 scopus 로고
    • The influence curve and its role in robust estimation
    • Hampel, F.R., 1974. The influence curve and its role in robust estimation. J. Am. Statist. Assoc. 69, 383-393.
    • (1974) J. Am. Statist. Assoc. , vol.69 , pp. 383-393
    • Hampel, F.R.1
  • 4
    • 21344480342 scopus 로고
    • Rank-based estimates in the linear model with high breakdown point
    • Hössjer, O., 1994. Rank-based estimates in the linear model with high breakdown point. J. Am. Statist. Assoc. 89, 149-158.
    • (1994) J. Am. Statist. Assoc. , vol.89 , pp. 149-158
    • Hössjer, O.1
  • 5
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • Huber, P.J., 1964. Robust estimation of a location parameter. Ann. Math. Statist. 35, 73-101.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 7
    • 0001624060 scopus 로고
    • Asymptotically Min-Max bias robust M-estimates of scale for positive random variables
    • Martin, R.D., Zamar, R.H., 1989. Asymptotically Min-Max bias robust M-estimates of scale for positive random variables. J. Am. Statist. Assoc. 17, 494-501.
    • (1989) J. Am. Statist. Assoc. , vol.17 , pp. 494-501
    • Martin, R.D.1    Zamar, R.H.2
  • 8
    • 84950968334 scopus 로고
    • Least median of squares regression
    • Rousseeuw, P.J., 1984. Least median of squares regression. J. Am. Statist. Assoc. 79, 871-880.
    • (1984) J. Am. Statist. Assoc. , vol.79 , pp. 871-880
    • Rousseeuw, P.J.1
  • 9
    • 84885933908 scopus 로고
    • Alternatives to the median absolute deviation
    • Rousseeuw, P.J., Croux, C., 1992. Alternatives to the median absolute deviation. J. Am. Statist. Assoc. 88, 1273-1283.
    • (1992) J. Am. Statist. Assoc. , vol.88 , pp. 1273-1283
    • Rousseeuw, P.J.1    Croux, C.2
  • 10
    • 0001512292 scopus 로고
    • Robust regression by means of S-estimators
    • Franke, J., Härdle, W., Martin, R.D., (Eds.). Springer, New York
    • Rousseeuw, P.J., Yohai, V.J., 1984. Robust regression by means of S-estimators. In: Franke, J., Härdle, W., Martin, R.D., (Eds.), Robust and Nonlinear Time Series Analysis, Lecture Notes in Statistics, vol. 26, Springer, New York, pp. 256-272.
    • (1984) Robust and Nonlinear Time Series Analysis, Lecture Notes in Statistics , vol.26 , pp. 256-272
    • Rousseeuw, P.J.1    Yohai, V.J.2
  • 12
    • 84950426631 scopus 로고
    • High breakdown point estimates of regression by means of the minimization of an efficient scale
    • Yohai, V.J., Zamar, R.H., 1988. High breakdown point estimates of regression by means of the minimization of an efficient scale. J. Am. Statist. Assoc. 83, 406-413.
    • (1988) J. Am. Statist. Assoc. , vol.83 , pp. 406-413
    • Yohai, V.J.1    Zamar, R.H.2
  • 13
    • 0000160321 scopus 로고
    • A minimax-bias properly of the least α-quantile estimates
    • Yohai, V.J., Zamar, R.H., 1993. A minimax-bias properly of the least α-quantile estimates. Ann. Statist. 21, 1824-1842.
    • (1993) Ann. Statist. , vol.21 , pp. 1824-1842
    • Yohai, V.J.1    Zamar, R.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.