A Bounded Influence, High Breakdown, Efficient Regression Estimator
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Publication:3142129
DOI10.2307/2290776zbMath0783.62024OpenAlexW4234823501MaRDI QIDQ3142129
Clint W. Coakley, Thomas P. Hettmansperger
Publication date: 23 March 1994
Full work available at URL: https://doi.org/10.2307/2290776
asymptotic efficiencyleast squaresaffineNewton-Raphsondiagnosticsbounded influence functionmultiple linear regression modelGaussian errorshigh breakdown pointscale equivariantleverage pointsWald-type testsone-step general \(M\) estimatorrobust regression estimationSchweppe weights
Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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