Robust estimation of the conditional median function at elliptical models

被引：5

作者：

Croux, C

Dehon, C

Rousseeuw, PJ

Van Aelst, S

机构：

[1] Univ Instelling Antwerp, Dept Math & Comp Sci, B-2610 Antwerp, Belgium

[2] Free Univ Brussels, ECARES, B-1050 Brussels, Belgium

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 51卷 / 04期

关键词：

elliptical model; median; regression; robustness;

D O I：

10.1016/S0167-7152(00)00176-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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, (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：361 / 368

页数：8

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[3]

BROWN BM, 1983, J ROY STAT SOC B MET, V45, P25

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