This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Robust estimation of the conditional median function at elliptical models

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Croux, Christophe
Dehon, Catherine
Rousseeuw, Peter J.
Aelst, Stefan Van

Additional information is available for the following registered author(s):

Abstract

In this note we study the problem of estimating the parameters of the conditional median function at elliptical models. For this we use positive-breakdown estimators of multivariate location and scatter, and obtain influence functions and asymptotic variances of the resulting slope and intercept. We also consider a technique to gain efficiency by artificially increasing the dimension.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6V1D-42408PX-6/2/a5509c5c657b17e2251410600c2bacaf
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 51 (2001)
Issue (Month): 4 (February)
Pages: 361-368
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:stapro:v:51:y:2001:i:4:p:361-368

Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

Order Information:
Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords: Elliptical model Median Regression Robustness;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Christophe Croux & Stefan Aelst & Catherine Dehon, 2003. "Bounded influence regression using high breakdown scatter matrices," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(2), pages 265-285, June. [Downloadable!] (restricted)
Statistics
Access and download statistics

Did you know? About 1000 journals are listed on RePEc.

This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.