메뉴 건너뛰기




Volumn 27, Issue 4, 1999, Pages 1164-1177

Breakdown points and variation exponents of robust M-estimators in linear models

Author keywords

Breakdown point; L1 estimator; Linear model; M estimator; Planned experiments; Regular variation

Indexed keywords


EID: 0033236904     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1017938920     Document Type: Article
Times cited : (35)

References (22)
  • 2
    • 85042251984 scopus 로고
    • On the unimodality of the likelihood for the Cauchy distribution
    • COPAS, J. B. (1975). On the unimodality of the likelihood for the Cauchy distribution. Biometrika 62 701-704.
    • (1975) Biometrika , vol.62 , pp. 701-704
    • Copas, J.B.1
  • 4
    • 0001450392 scopus 로고
    • On the unimodality of the likelihood for the Cauchy distribution: Some comments
    • GABRIELSEN, G. (1982). On the unimodality of the likelihood for the Cauchy distribution: some comments. Biometrika 69 677-678.
    • (1982) Biometrika , vol.69 , pp. 677-678
    • Gabrielsen, G.1
  • 6
    • 0000475369 scopus 로고
    • Tail behavior of regression estimators and their breakdown points
    • HE, X., JUREČKOVÁ, J., KOENKER, R. and PORTNOY, S. (1990). Tail behavior of regression estimators and their breakdown points. Econometrica 58 1195-1214.
    • (1990) Econometrica , vol.58 , pp. 1195-1214
    • He, X.1    Jurečková, J.2    Koenker, R.3    Portnoy, S.4
  • 9
    • 0001532082 scopus 로고
    • Finite sample breakdown of M- and P-estimators
    • HUBER, P. J. (1984). Finite sample breakdown of M- and P-estimators. Ann. Statist. 12 119-126.
    • (1984) Ann. Statist. , vol.12 , pp. 119-126
    • Huber, P.J.1
  • 10
    • 0001420188 scopus 로고
    • Tail-behavior of location estimators
    • JUREČKOVÁ, J. (1981). Tail-behavior of location estimators. Ann. Statist. 9 578-585.
    • (1981) Ann. Statist. , vol.9 , pp. 578-585
    • Jurečková, J.1
  • 13
    • 0030343418 scopus 로고
    • Robust estimation in structured linear regression
    • MILI, L. and COAKLEY, C. W. (1993). Robust estimation in structured linear regression. Ann. Statist. 24 2593-2607.
    • (1993) Ann. Statist. , vol.24 , pp. 2593-2607
    • Mili, L.1    Coakley, C.W.2
  • 14
    • 0009282341 scopus 로고
    • On consistent M-estimators: Tuning constants, unimodality and breakdown
    • MIZERA, I. (1994). On consistent M-estimators: tuning constants, unimodality and breakdown. Kybernetika 30 289-300.
    • (1994) Kybernetika , vol.30 , pp. 289-300
    • Mizera, I.1
  • 15
    • 32344447453 scopus 로고    scopus 로고
    • Weak continuity of redescending M-estimators of location with an unbounded objective function
    • A. Pázman and V. Witkovský, eds.
    • MIZERA, I. (1996). Weak continuity of redescending M-estimators of location with an unbounded objective function. In PROBASTAT '94, Proceedings of the Second International Conference on Mathematical Statistics (A. Pázman and V. Witkovský, eds.) 343-347.
    • (1996) PROBASTAT '94, Proceedings of the Second International Conference on Mathematical Statistics , pp. 343-347
    • Mizera, I.1
  • 16
    • 0009131682 scopus 로고    scopus 로고
    • Breakdown points and variation exponents of robust M-estimators in linear models
    • Preprint A-22-96, Freie Univ. Berlin
    • MIZERA, I. and MÜLLER, CH. H. (1996). Breakdown points and variation exponents of robust M-estimators in linear models. Preprint A-22-96, Freie Univ. Berlin, Fachbereich Mathematik und Informatik, Ser. A (Mathematik). Available as No. 22 at ftp://ftp.math.fu-berlin.de/pub/math/publ/pre/1996/index.html.
    • (1996) Fachbereich Mathematik und Informatik, Ser. A (Mathematik)
    • Mizera, I.1    Müller, C.H.H.2
  • 18
    • 0000934412 scopus 로고
    • Breakdown points for designed experiments
    • MÜLLER, CH. H. (1995). Breakdown points for designed experiments. J. Statist. Plann. Inference 45 413-427.
    • (1995) J. Statist. Plann. Inference , vol.45 , pp. 413-427
    • Müller, C.H.H.1
  • 22
    • 0001092634 scopus 로고
    • Computing S estimators for regression and multivariate location/dispersion
    • RUPPERT, D. (1992). Computing S estimators for regression and multivariate location/dispersion. J. Comput. Graph. Statist. 1 253-270.
    • (1992) J. Comput. Graph. Statist. , vol.1 , pp. 253-270
    • Ruppert, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.