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
Local and global robustness of regression estimators
β Scribed by Victor J. Yohai
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 795 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0378-3758
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