INVESTIGADORES
ADROVER Jorge Gabriel
artículos
Título:
Robust regression quantiles
Autor/es:
JORGE G. ADROVER, RICARDO A. MARONNA AND VICTOR J. YOHAI
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Año: 2004 vol. 122 p. 187 - 202
ISSN:
0378-3758
Resumen:
The regression quantile estimate introduced by Koenker in 1978 may not be robust when the predictors have leverage points. We define 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 regression quantiles
