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Reliable Robust Regression Diagnostics

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  • Silvia Salini
  • Andrea Cerioli
  • Fabrizio Laurini
  • Marco Riani

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  • Silvia Salini & Andrea Cerioli & Fabrizio Laurini & Marco Riani, 2016. "Reliable Robust Regression Diagnostics," International Statistical Review, International Statistical Institute, vol. 84(1), pages 99-127, April.
    • Handle: RePEc:bla:istatr:v:84:y:2016:i:1:p:99-127
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    File URL: http://hdl.handle.net/10.1111/insr.12103
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    References listed on IDEAS

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    1. Pavel Čížek, 2013. "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
    2. Maronna, Ricardo A. & Yohai, Victor J., 2010. "Correcting MM estimates for "fat" data sets," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3168-3173, December.
    3. Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009. "Finding an unknown number of multivariate outliers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 447-466, April.
    4. Cerioli, Andrea & Farcomeni, Alessio, 2011. "Error rates for multivariate outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 544-553, January.
    5. Francesca De Battisti & Silvia Salini, 2013. "Robust analysis of bibliometric data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(2), pages 269-283, June.
    6. Filzmoser, Peter & Maronna, Ricardo & Werner, Mark, 2008. "Outlier identification in high dimensions," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1694-1711, January.
    7. Van Aelst, Stefan & Willems, Gert, 2011. "Robust and Efficient One-Way MANOVA Tests," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 706-718.
    8. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
    9. Cerioli, Andrea, 2010. "Multivariate Outlier Detection With High-Breakdown Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 147-156.
    10. Andrea Cerioli & Domenico Perrotta, 2014. "Robust clustering around regression lines with high density regions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(1), pages 5-26, March.
    11. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2014. "Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 167-183.
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    Cited by:

    1. Lisa Crosato & Luigi Grossi, 2019. "Correcting outliers in GARCH models: a weighted forward approach," Statistical Papers, Springer, vol. 60(6), pages 1939-1970, December.
    2. Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2018. "The power of monitoring: how to make the most of a contaminated multivariate sample," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 559-587, December.
    3. Grané, Aurea & Salini, Silvia & Verdolini, Elena, 2021. "Robust multivariate analysis for mixed-type data: Novel algorithm and its practical application in socio-economic research," Socio-Economic Planning Sciences, Elsevier, vol. 73(C).
    4. Rousseeuw, Peter & Perrotta, Domenico & Riani, Marco & Hubert, Mia, 2019. "Robust Monitoring of Time Series with Application to Fraud Detection," Econometrics and Statistics, Elsevier, vol. 9(C), pages 108-121.

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