Abstract:
We define a robust procedure to "correct" a regression estimate β̂0 along the directions in predictor space where the fit is worse. When β̂0 is the least median of squares estimate, the "corrected estimate" has a smaller maximum asymptotic bias under contamination, and a much better finite-sample behavior than β̂0. © 2000 Elsevier Science B.V.
Registro:
Documento: |
Artículo
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Título: | Improving bias-robustness of regression estimates through projections |
Autor: | Maronna, R.A.; Barrera, M.S.; Yohai, V.J. |
Filiación: | Departamento de Matemática, Univ. Plata C.I.C.P.B.A., C.C., La Plata, Argentina Department of Statistics, Univ. Brit. 6356 Agric. Rd., V., Columbia, BC V6T 1Z2, Canada Departamento de Matemática, Fac. Cie. Exact., Cd. Univ., 1428 B., Aires, Argentina
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Año: | 2000
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Volumen: | 47
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Número: | 2
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Página de inicio: | 149
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Página de fin: | 158
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DOI: |
http://dx.doi.org/10.1016/S0167-7152(99)00151-0 |
Título revista: | Statistics and Probability Letters
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Título revista abreviado: | Stat. Probab. Lett.
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ISSN: | 01677152
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CODEN: | SPLTD
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v47_n2_p149_Maronna |
Referencias:
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- Yohai, V.J., Zamar, R.H., A minimax bias property of the least α -quantile estimates (1993) Ann. Statist., 21, pp. 1824-1842
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Citas:
---------- APA ----------
Maronna, R.A., Barrera, M.S. & Yohai, V.J.
(2000)
. Improving bias-robustness of regression estimates through projections. Statistics and Probability Letters, 47(2), 149-158.
http://dx.doi.org/10.1016/S0167-7152(99)00151-0---------- CHICAGO ----------
Maronna, R.A., Barrera, M.S., Yohai, V.J.
"Improving bias-robustness of regression estimates through projections"
. Statistics and Probability Letters 47, no. 2
(2000) : 149-158.
http://dx.doi.org/10.1016/S0167-7152(99)00151-0---------- MLA ----------
Maronna, R.A., Barrera, M.S., Yohai, V.J.
"Improving bias-robustness of regression estimates through projections"
. Statistics and Probability Letters, vol. 47, no. 2, 2000, pp. 149-158.
http://dx.doi.org/10.1016/S0167-7152(99)00151-0---------- VANCOUVER ----------
Maronna, R.A., Barrera, M.S., Yohai, V.J. Improving bias-robustness of regression estimates through projections. Stat. Probab. Lett. 2000;47(2):149-158.
http://dx.doi.org/10.1016/S0167-7152(99)00151-0