Correcting MM estimates for "fat" data sets
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- Ronchetti, Elvezio, 1990. "Small sample asymptotics: a review with applications to robust statistics," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 207-223, December.
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- Ana M. Bianco & Paula M. Spano, 2019. "Robust inference for nonlinear regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 369-398, June.
- 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.
- Cerioli, Andrea & Farcomeni, Alessio, 2011. "Error rates for multivariate outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 544-553, January.
- Morgan, Peter & Regis, Paulo José & Salike, Nimesh, 2015.
"Loan-to-Value Policy as a Macroprudential Tool: The Case of Residential Mortgage Loans in Asia,"
RIEI Working Papers
2015-03, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
- Morgan, Peter & Regis, Paulo Jose & Salike, Nimesh, 2015. "Loan-to-Value Policy as a Macroprudential Tool: The Case of Residential Mortgage Loans in Asia," ADBI Working Papers 528, Asian Development Bank Institute.
- Bianco, Ana M. & Spano, Paula M., 2017. "Robust estimation in partially linear errors-in-variables models," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 46-64.
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