Calibrated Very Robust Regression
نویسندگان
چکیده
The behaviour of algorithms for very robust regression depends on the distance between the regression data and the outliers. We introduce a parameter λ that defines a parametric path in the space of models and enables us to study, in a systematic way, the properties of estimators as the groups of data move from being far apart to close together. We examine, as a function of λ, the variance and squared bias of five estimators and we also consider their power when used in the detection of outliers. This systematic approach provides tools for gaining knowledge and better understanding of the properties of robust estimators.
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