About regression estimators with high breakdown point

被引：33

作者：

Vandev, DL

Neykov, NM

机构：

[1] Bulgarian Acad Sci, Inst Meteorol & Hydrol, BU-1784 Sofia, Bulgaria

[2] Bulgarian Acad Sci, Inst Math, BU-1113 Sofia, Bulgaria

来源：

STATISTICS | 1998年 / 32卷 / 02期

关键词：

breakdown point; least median of squares; least trimmed squares; modified maximum likelihood; R-estimators; robust regression estimators; logistic regression;

D O I：

10.1080/02331889808802657

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A generalisation of a theorem by Vandev (1993) concerning the finite sample breakdown point is given. Using this result the breakdown point properties of the LMS and LTS estimators of Rousseeuw (1984) and the rank-based regression estimator of Hossjer (1994) are studied. Moreover, the breakdown point properties of the weighted least trimmed estimators of order k in the case of grouped logistic regression are investigated, as well as linear regression with an exponential q-th power distribution.

引用

页码：111 / 129

页数：19

共 19 条

[1]

CARROLL RJ, 1993, J ROY STAT SOC B MET, V55, P693

[2]

CHRISTMANN A, 1994, BIOMETRIKA, V81, P413, DOI 10.2307/2336973

[3] EXACT FIT POINTS UNDER SIMPLE REGRESSION WITH REPLICATION [J].