On the estimation of slope and the identification of outliers in linear regression

DOI10.1093/BIOMET/68.1.21zbMath0463.62061OpenAlexW2131881122MaRDI QIDQ3914248

Raymond Chambers, C. R. Heathcote

Publication date: 1981

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/68.1.21

zbMATH Keywords

consistencyasymptotic normalityleast squaresrobust estimationidentification of outliersestimation of slopelong-tailed errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Some results concerning symmetric distributions ⋮ A method for simultaneous variable selection and outlier identification in linear regression ⋮ Robust scale estimation based on the empirical characteristic function ⋮ Multivariate functional least squares ⋮ A comparative study of some robust methods for coefficient-estimation in linear regression ⋮ Robust scale estimation in the error‐components model using the empirical characteristic function ⋮ Testing for linearity ⋮ On robustness and efficiency of certain statistics involving the empirical characteristic function ⋮ Robust regression for highly corrupted response by shifting outliers ⋮ Diagnostics for multivariate smoothing splines ⋮ Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers ⋮ Implementing empirical characteristic function procedures

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