Improving bias-robustness of regression estimates through projections

Ricardo A. Maronna, Matías Salibian Barrera and Víctor J. Yohai

Statistics & Probability Letters, 2000, vol. 47, issue 2, 149-158

Abstract: We define a robust procedure to "correct" a regression estimate along the directions in predictor space where the fit is worse. When 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

Date: 2000
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