Ecological Applications
503-519
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.
http://link.springer.com/10.1007/BF00535342
en
false
https://scigraph.springernature.com/explorer/license/
1985-12
articles
1985-12-01
2019-04-15T08:59
Change-of-variance sensitivities in regression analysis
research_article
Department of Mathematics, Delft University of Technology, Julianalaan 132, 2628, BL Delft, The Netherlands
Delft University of Technology
Department of Statistics, Princeton University, 08544, Princeton, New Jersey, USA
10.1007/bf00535342
doi
Elvezio
Ronchetti
dimensions_id
pub.1042276479
4
Rousseeuw
Peter J.
readcube_id
c9625471e075ff86c363d9783a2067aeeeb1dada8d728c5c7399d55fc6403b69
1432-2064
0178-8051
Probability Theory and Related Fields
Environmental Sciences
Springer Nature - SN SciGraph project
68