INVESTIGADORES
YOHAI Victor Jaime
artículos
Título:
Robust regression quantiles
Autor/es:
JORGE ADROVER; RICARDO MARONNA; VÍCTOR J. YOHAI
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
Elsevier
Referencias:
Lugar: Amsterdam, Holanda; Año: 2004 vol. 122 p. 187 - 202
ISSN:
0378-3758
Resumen:
The regression quantile estimate introduced by Koenker and Bassett in 1978 may not be robust when the predictors contain leverage points. We de6ne estimates which are free of this drawback, and furthermore attain the maximum breakdown point for this problem. Simulations show them to behave generally better than competing robust quantile estimates.
