RT Generic
T1 On the maxbias curve of residual admissible robust regression estimates
A1 Berrendero Díaz, José Ramón
A1 Zamar, Rubén
A2 Universidad Carlos III de Madrid. Departamento de Estadística,
AB The robustness properties of a regression estimate are throughly described by its maxbias curve. However, this function is difficult to compute, especially when the regressors are not elliptically distributed. In this paper, we propose a general method for computing maxbias curves, valid for a large number of robust regression estimates, namely, those estimates defined by residual admissible functionals. Our results are also useful to compute maxbias curves when the regressors are not elliptically distributed. \Ve provide several examples of application of the method which include S-, T-, and signed R-estimates. MM-estimates are also studied under a related, although slightly different, approach.
YR 1995
FD 1995-12
LK https://hdl.handle.net/10016/10349
UL https://hdl.handle.net/10016/10349
LA eng
DS e-Archivo
RD 5 ago. 2024