Víšek, Jan Ámos On high breakdown point estimation. (English) Zbl 0933.62015 Comput. Stat. 11, No. 2, 137-146 (1996). The linear regression model \(Y_i=\sum_{j=1}^pX_{ij}\beta_j+e_i\), \(i=1,2,...\), is considered. The aim of paper is to clarify the behaviour of high breakdown point estimators for this model. The performance of new algorithms for the least median of squares and the least trimmed squares is discussed. Some numerical examples are considered and it is shown that some caution is inevitable. Reviewer: A.Ya.Olenko (Kyïv) Cited in 6 Documents MSC: 62F10 Point estimation 62J05 Linear regression; mixed models 62F35 Robustness and adaptive procedures (parametric inference) Keywords:diagnostics by high breakdown points; diversity of estimates; LMS and LTS; heuristics of high breakdown points; new algorithms PDFBibTeX XMLCite \textit{J. Á. Víšek}, Comput. Stat. 11, No. 2, 137--146 (1996; Zbl 0933.62015)