Regression-free and robust estimation of scale for bivariate data

DOI10.1016/0167-9473(95)00004-6zbMath0900.62167OpenAlexW2010925108MaRDI QIDQ1351850

Mia Hubert, Peter J. Rousseeuw

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00004-6

zbMATH Keywords

OutliersBreakdown pointLinear modelRegression invariance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Efficient and robust scale estimation for trended time series ⋮ Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median ⋮ Scaling Oversmoothing Factors for Kernel Estimation of Spatial Relative Risk ⋮ Regression-based, regression-free and model-free approaches for robust online scale estimation ⋮ Robust online scale estimation in time series: a model-free approach ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Robust scale estimation under shifts in the mean ⋮ Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure

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