Bounded influence regression using high breakdown scatter matrices
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DOI: 10.1007/BF02530499
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- Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van, 2001. "Robust estimation of the conditional median function at elliptical models," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 361-368, February.
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- Henry Velasco & Henry Laniado & Mauricio Toro & Víctor Leiva & Yuhlong Lio, 2020. "Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers," Mathematics, MDPI, vol. 8(8), pages 1-18, August.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, University Library of Munich, Germany.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2009. "Beware of ‘Good’ Outliers and Overoptimistic Conclusions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 437-452, June.
- Laniado Rodas, Henry, 2019. "Shrinkage reweighted regression," DES - Working Papers. Statistics and Econometrics. WS 28500, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Leung, Andy & Zhang, Hongyang & Zamar, Ruben, 2016. "Robust regression estimation and inference in the presence of cellwise and casewise contamination," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 1-11.
- Dehon, Catherine & Gassner, Marjorie & Verardi, Vincenzo, 2009. "A Hausman-type test to detect the presence of influential outliers in regression analysis," Economics Letters, Elsevier, vol. 105(1), pages 64-67, October.
- Christmann, Andreas & Steinwart, Ingo & Hubert, Mia, 2006. "Robust Learning from Bites for Data Mining," Technical Reports 2006,03, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Christmann, Andreas & Steinwart, Ingo & Hubert, Mia, 2007. "Robust learning from bites for data mining," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 347-361, September.
- Gabriela V. Cohen Freue & Hernan Ortiz-Molina & Ruben H. Zamar, 2013. "A Natural Robustification of the Ordinary Instrumental Variables Estimator," Biometrics, The International Biometric Society, vol. 69(3), pages 641-650, September.
- Klaus Nordhausen & David E. Tyler, 2015. "A cautionary note on robust covariance plug-in methods," Biometrika, Biometrika Trust, vol. 102(3), pages 573-588.
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Keywords
Fisher-consistency; influence function; robust regression; S-estimators; scatter matrices;All these keywords.
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