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Robust estimation of the conditional median function at elliptical models

✍ Scribed by Christophe Croux; Catherine Dehon; Peter J. Rousseeuw; Stefan Van Aelst

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 100 KB
Volume: 51
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00176-0

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✦ Synopsis

In this note we study the problem of estimating the parameters of the conditional median function at elliptical models. For this we use positive-breakdown estimators of multivariate location and scatter, and obtain in uence functions and asymptotic variances of the resulting slope and intercept. We also consider a technique to gain e ciency by artiÿcially increasing the dimension.

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