Maximum Bias Curves for Robust Regression with Non-elliptical Regressors
非椭圆回归变量下稳健回归的最大偏差曲线
Maximum bias curves for some regression estimates were previously derived assuming that (i) the intercept term is known and/or (ii) the regressors have an elliptical distribution. We present a single method to obtain the maximum bias curves for a large class of regression estimates. Our results are derived under very mild conditions and, in particular, do not require the restrictive assumptions (i) and (ii) above. Using these results it is shown that the maximum bias curves…