Projection Estimators for Generalized Linear Models

  title={Projection Estimators for Generalized Linear Models},
  author={Andrea Bergesio and Victor J. Yohai},
We introduce a new class of robust estimators for generalized linear models which is an extension of the class of projection estimators for linear regression. These projection estimators are defined using an initial robust estimator for a generalized linear model with only one unknown parameter. We found a bound for the maximum asymptotic bias of the projection estimator caused by a fraction ε of outlier contamination. For small ε, this bias is approximately twice the maximum bias of the… CONTINUE READING