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A comparative study of some robust methods for coefficient-estimation in linear regression

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  • Meintanis, S. G.
  • Donatos, G. S.

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  • Meintanis, S. G. & Donatos, G. S., 1997. "A comparative study of some robust methods for coefficient-estimation in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 525-540, February.
    • Handle: RePEc:eee:csdana:v:23:y:1997:i:4:p:525-540
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    References listed on IDEAS

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    1. Heathcote, C. R. & Welsh, A. H., 1988. "Multivariate functional least squares," Journal of Multivariate Analysis, Elsevier, vol. 25(1), pages 45-64, April.
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    Cited by:

    1. Meintanis, S. G. & Donatos, G. S., 1999. "Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 323-339, September.
    2. You, Jiazhong, 1999. "A Monte Carlo comparison of several high breakdown and efficient estimators," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 205-219, April.

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