Improving bias-robustness of regression estimates through projections

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

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Year of publication:	2000
Authors:	Maronna, Ricardo A. ; Barrera, Matías Salibian ; Yohai, Víctor J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 47.2000, 2, p. 149-158
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074644