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High Breakdown Regression and Multivariate Estimation

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  • Douglas M. Hawkins
  • Jeffrey S. Simonoff

Abstract

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Suggested Citation

  • Douglas M. Hawkins & Jeffrey S. Simonoff, 1993. "High Breakdown Regression and Multivariate Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(2), pages 423-432, June.
    • Handle: RePEc:bla:jorssc:v:42:y:1993:i:2:p:423-432
    DOI: 10.2307/2986253
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    Citations

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    Cited by:

    1. Croux, Christophe & Haesbroeck, Gentiane, 1997. "An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 125-141, July.
    2. Hawkins, Douglas M. & Olive, David, 1999. "Applications and algorithms for least trimmed sum of absolute deviations regression," Computational Statistics & Data Analysis, Elsevier, vol. 32(2), pages 119-134, December.
    3. Billor, Nedret & Hadi, Ali S. & Velleman, Paul F., 2000. "BACON: blocked adaptive computationally efficient outlier nominators," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 279-298, September.
    4. Hadi, Ali S. & Luceno, Alberto, 1997. "Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 25(3), pages 251-272, August.
    5. Agullo, Jose, 2001. "New algorithms for computing the least trimmed squares regression estimator," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 425-439, June.
    6. H. Glendinning, Richard, 2001. "Selecting sub-set autoregressions from outlier contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 36(2), pages 179-207, April.

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