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About Regression Estimators with High Breakdown Point
Authors:
D. L. Vandev a;
N. M. Neykov a
| Affiliation: | a Bulg. Acad. Sciences, Sofia, Bulgaria |
DOI:
10.1080/02331889808802657
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
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 H
 ssjer (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.
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| Keywords: Breakdown point; Least Median of Squares; Least Trimmed Squares; Modified Maximum Likelihood; R-estimators; Robust regression estimators; Logistic regression |
| 1991 Mathematical Subject Classification.: Primary: 62J05; Secondary: 62F35 |
| AMS Classifications.: Primary: 62J05; Secondary: 62F35 |
| view references (19) |
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