High breakdown point robust regression with censored data
نویسندگان
چکیده
منابع مشابه
High Breakdown Point Robust Regression with Censored Data
In this paper, we propose a class of high breakdown point estimators for the linear regression model when the response variable contains censored observations. These estimators are robust against high-leverage outliers and they generalize the LMS (least median of squares), S, MM and τ -estimators for linear regression. An important contribution of this paper is that we can define consistent est...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2008
ISSN: 0090-5364
DOI: 10.1214/009053607000000794