Robust regression with a distributed intercept using least median of squares
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Cited by:
- Vincenzo Verardi & Marjorie Gassner & Darwin Ugarte Ontiveros, 2012.
"Robustness for Dummies,"
Working Papers ECARES
ECARES 2012-015, ULB -- Universite Libre de Bruxelles.
- Vincenzo Verardi & Marjorie Gassner & Darwin Ugarte, 2012. "Robustness for dummies," United Kingdom Stata Users' Group Meetings 2012 09, Stata Users Group.
- Vincenzo Verardi & Marjorie Gassner & Darwin Ugarte, 2012. "Robustness for Dummies," Working Papers 1206, University of Namur, Department of Economics.
- Rodolphe Desbordes & Vincenzo Verardi, 2017. "Foreign Direct Investment and Democracy: A Robust Fixed Effects Approach to a Complex Relationship," Pacific Economic Review, Wiley Blackwell, vol. 22(1), pages 43-82, February.
- Huang, Xiaolin & Shi, Lei & Pelckmans, Kristiaan & Suykens, Johan A.K., 2014. "Asymmetric ν-tube support vector regression," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 371-382.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001.
"Econometric applications of high-breakdown robust regression techniques,"
Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2011.
"Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model,"
Computational Management Science, Springer, vol. 8(1), pages 103-123, April.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2008. "Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models," Working Papers 006, COMISEF.
- Hinloopen, Jeroen & Wagenvoort, Rien, 1997. "On the computation and efficiency of a HBP-GM estimator some simulation results," Computational Statistics & Data Analysis, Elsevier, vol. 25(1), pages 1-15, July.
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