A Robust Method for Multiple Linear Regression

Cited in

(52)

Identifying outliers with sequential fences
Consistency and normality of Huber-Dutter estimators for partial linear model
Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators
Multiple outliers detection through reweighted least deviances.
A robust method of estimation based on the MML estimators for a simple linear regression model
Algorithms for the Huber estimator in multiple regression
The generalized ridge estimator and improved adjustments for regression parameters
Robust fitting of mixture regression models
Strategy-proof estimators for simple regression.
Consistency of M-estimators of nonlinear signal processing models
Diagnostics for multivariate smoothing splines
Parametric multiple regression risk models: Theory and statistical analysis
On influence diagnostic in univariate elliptical linear regression models
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
A novel distribution-free hybrid regression model for manufacturing process efficiency improvement
An iteration method of data censoring in the regression estimation problem
Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks
A review of robust regression and diagnostic procedures in linear regression
Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs
Are robust estimators truly robust in practice
Multiple Linear Regression Model Under Nonnormality
Bayesian linear regression with error terms that have symmetric unimod al densities
On w-estimators of a linear functional relationship
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An algorithm to find all regression quantiles
The scale problem in robust regressionM- estimates
Invariance of estimation methods for the linear model
Adaptive Statistik (Bemerkungen über neuere Bestrebungen in der statistischen Methodologie)
On the unbiasedness of robust regression estimators
A resistant test for simple linear regression
Coefficients of determinations for variable selection in the msae regression
A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood
De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
A Framework of Learning Through Empirical Gain Maximization
A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
Robust mixture regression modeling based on the generalized M (GM)-estimation method
M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
Marshall-Olkin distribution: parameter estimation and application to cancer data
Robust estimation of a linear functional relationship
Sparse and robust estimation with ridge minimax concave penalty
A robust regression method based on Pearson type VI distribution
Huber-Dutter estimation of linear models with dependent errors
Genetic algorithms and their statistical applications: an introduction
A hard re-descending hybrid robust regression estimation technique using direct weights
Constrained robust regression of interval valued data
Info-gap robustness analysis of linear regression: an epidemiological example
Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals
When Tukey Meets Chauvenet: A New Boxplot Criterion for Outlier Detection
Recent results in ridge regression methods
Robust estimation based on grouped-adjusted data in linear regression models
A Bayesian approach to the detection of gross errors based on posterior probability
A simple more general boxplot method for identifying outliers

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