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Improving bias-robustness of regression estimates through projections

✍ Scribed by Ricardo A. Maronna; Matías Salibian Barrera; Víctor J. Yohai

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
108 KB
Volume
47
Category
Article
ISSN
0167-7152

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First, we show that many robust estimates of regression which depend only on the regression residuals (including M-, S-, Tau-, least median of squares-, least trimmed of squares-and some R-estimates) have infinite gross-error-sensitivity. More precisely, we show that the maximumbias function of a la