Robust estimation of the conditional median function at elliptical models

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.

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Year of publication:	2001
Authors:	Croux, Christophe ; Dehon, Catherine ; Rousseeuw, Peter J. ; Aelst, Stefan Van
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 4, p. 361-368
Publisher:	Elsevier
Subject:	Elliptical model Median Regression Robustness

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005319666