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Estimating the contamination level of data in the framework of linear regression analysis. (English) Zbl 1167.62388
Summary: An estimator of the contamination level of data is proposed in the framework of linear models and its asymptotic behavior is investigated. A numerical study illustrates its finite sample performance under an alternative.

MSC:
62F35 Robustness and adaptive procedures (parametric inference)
62J05 Linear regression; mixed models
Software:
ROBETH
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