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About Regression Estimators with High Breakdown Point

Posted by dhin pada 26 April 2009

About Regression Estimators
with High Breakdown Point
Vandev, D.L.
Inst. of Mathematics., Bulg. Acad. Sciences,
P.O.Box 373,1113 Sofia, Bulgaria
and Neykov, N.M. 1
Inst. of Meteorology and Hydrology, Bulg. Acad.Sciences,
66 Tsarigradsko chaussee, 1784 Sofia, Bulgaria

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 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. 1991 Mathematics Subject Classification: Primary 62J05; Secondary 62F35. Keywords: Breakdown point, Least Median of Squares, Least Trimmed Squares, Modified maximum likelihood, R-estimators, Robust regression estimators, Logistic regression

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About Regression Estimators with High Breakdown Point

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