IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v44y2003i2p183-201.html
   My bibliography  Save this article

Strong convergence rate of the least median absolute estimator in linear regression models

Author

Listed:
  • W. Ip
  • Ying Yang
  • P. Kwan
  • Y. Kwan

Abstract

No abstract is available for this item.

Suggested Citation

  • W. Ip & Ying Yang & P. Kwan & Y. Kwan, 2003. "Strong convergence rate of the least median absolute estimator in linear regression models," Statistical Papers, Springer, vol. 44(2), pages 183-201, April.
  • Handle: RePEc:spr:stpapr:v:44:y:2003:i:2:p:183-201
    DOI: 10.1007/s00362-003-0145-z
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-003-0145-z
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s00362-003-0145-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hossjer, O. & Croux, C. & Rousseeuw, P. J., 1994. "Asymptotics of Generalized S-Estimators," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 148-177, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nunkesser, Robin & Morell, Oliver, 2010. "An evolutionary algorithm for robust regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3242-3248, December.
    2. Roelant, E. & Van Aelst, S. & Croux, C., 2009. "Multivariate generalized S-estimators," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 876-887, May.
    3. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2014. "Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 167-183.
    4. Nunkesser, Robin & Morell, Oliver, 2008. "Evolutionary algorithms for robust methods," Technical Reports 2008,29, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    5. Berrendero, José R. & Zamar, Ruben H., 1999. "Global robustness of location and dispersion estimates," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 63-72, August.
    6. Farnè, Matteo & Vouldis, Angelos T., 2018. "A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data," Working Paper Series 2171, European Central Bank.
    7. Kudraszow, Nadia L. & Maronna, Ricardo A., 2011. "Estimates of MM type for the multivariate linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1280-1292, October.
    8. Bernholt, Thorsten & Nunkesser, Robin & Schettlinger, Karen, 2005. "Computing the Least Quartile Difference Estimator in the Plane," Technical Reports 2005,51, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    9. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
    10. Agulló, Jose & Croux, Christophe & Van Aelst, Stefan, 2008. "The multivariate least-trimmed squares estimator," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 311-338, March.
    11. Farebrother, Richard William, 1997. "The historical development of the linear minimax absolute residual estimation procedure 1786-1960," Computational Statistics & Data Analysis, Elsevier, vol. 24(4), pages 455-466, June.
    12. Hawkins, Douglas M. & Olive, David, 1999. "Applications and algorithms for least trimmed sum of absolute deviations regression," Computational Statistics & Data Analysis, Elsevier, vol. 32(2), pages 119-134, December.
    13. Croux, Christophe & Ruiz-Gazen, Anne, 2005. "High breakdown estimators for principal components: the projection-pursuit approach revisited," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 206-226, July.
    14. Bernholt, Thorsten & Nunkesser, Robin & Schettlinger, Karen, 2007. "Computing the least quartile difference estimator in the plane," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 763-772, October.
    15. Agullo, Jose, 2001. "New algorithms for computing the least trimmed squares regression estimator," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 425-439, June.
    16. Sirkiä, Seija & Taskinen, Sara & Oja, Hannu, 2007. "Symmetrised M-estimators of multivariate scatter," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1611-1629, September.
    17. Ian L. Dryden & Gary Walker, 1999. "Highly Resistant Regression and Object Matching," Biometrics, The International Biometric Society, vol. 55(3), pages 820-825, September.
    18. Soukissian, Takvor H. & Karathanasi, Flora E., 2016. "On the use of robust regression methods in wind speed assessment," Renewable Energy, Elsevier, vol. 99(C), pages 1287-1298.
    19. Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2011. "-Consistent robust integration-based estimation," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 828-846, April.
    20. Ma, Yanyuan & Genton, Marc G., 2001. "Highly Robust Estimation of Dispersion Matrices," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 11-36, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:44:y:2003:i:2:p:183-201. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.