Improving bias-robustness of regression estimates through projections
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 bet...
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| Formato: | JOUR |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_01677152_v47_n2_p149_Maronna |
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todo:paper_01677152_v47_n2_p149_Maronna2023-10-03T15:05:13Z Improving bias-robustness of regression estimates through projections Maronna, R.A. Barrera, M.S. Yohai, V.J. 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01677152_v47_n2_p149_Maronna |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| description |
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. |
| format |
JOUR |
| author |
Maronna, R.A. Barrera, M.S. Yohai, V.J. |
| spellingShingle |
Maronna, R.A. Barrera, M.S. Yohai, V.J. Improving bias-robustness of regression estimates through projections |
| author_facet |
Maronna, R.A. Barrera, M.S. Yohai, V.J. |
| author_sort |
Maronna, R.A. |
| title |
Improving bias-robustness of regression estimates through projections |
| title_short |
Improving bias-robustness of regression estimates through projections |
| title_full |
Improving bias-robustness of regression estimates through projections |
| title_fullStr |
Improving bias-robustness of regression estimates through projections |
| title_full_unstemmed |
Improving bias-robustness of regression estimates through projections |
| title_sort |
improving bias-robustness of regression estimates through projections |
| url |
http://hdl.handle.net/20.500.12110/paper_01677152_v47_n2_p149_Maronna |
| work_keys_str_mv |
AT maronnara improvingbiasrobustnessofregressionestimatesthroughprojections AT barrerams improvingbiasrobustnessofregressionestimatesthroughprojections AT yohaivj improvingbiasrobustnessofregressionestimatesthroughprojections |
| _version_ |
1807318602027630592 |