Change-of-variance sensitivities in regression analysis View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1985-12

AUTHORS

Elvezio Ronchetti, Peter J. Rousseeuw

ABSTRACT

The change-of-variance function is defined for estimators of regression coefficients. Both an unstandardized and a standardized form of the change-of-variance sensitivity are introduced, and their relation with the corresponding gross-error-sensitivities is investigated. The problems of optimal robustness lead to the Hampel-Krasker and the Krasker-Welsch estimators. At the same time, also the scale parameter has to be estimated robustly. By means of the change-of-variance sensitivity, optimal robust redescending scale estimators are constructed. More... »

PAGES

503-519

References to SciGraph publications

  • 1981-03. Asymptotic behavior of general M-estimates for regression and scale with random carriers in PROBABILITY THEORY AND RELATED FIELDS
  • 1982. Robust Alternatives to the F-Test for the Linear Model in PROBABILITY AND STATISTICAL INFERENCE
  • 1982-12. Most robust M-estimators in the infinitesimal sense in PROBABILITY THEORY AND RELATED FIELDS
  • 1973-06. Robust estimation: A condensed partial survey in PROBABILITY THEORY AND RELATED FIELDS
  • 1981-03. A new infinitesimal approach to robust estimation in PROBABILITY THEORY AND RELATED FIELDS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bf00535342

    DOI

    http://dx.doi.org/10.1007/bf00535342

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1042276479


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