A comparative study of some robust methods for coefficient-estimation in linear regression

DOI10.1016/S0167-9473(96)00046-1MaRDI QIDQ1391996zbMATH OpenOpenAlexFDO

Authors D. Massart, Simos G. Meintanis, George S. Donatos

Publication date 23 July 1998

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

Full work available at URL https://doi.org/10.1016/s0167-9473(96)00046-1

zbMATH Keywords

Functional least squaresHeavy-tailed distributionsLeast median of SquaresOutliersSimulationTrimmed least squares

Mathematics Subject Classification ID

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

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Cites work

• An angular approach for linear data
• Aspects of robust linear regression
• Certain Uncorrelated Statistics
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• Least Median of Squares Regression
• Multivariate functional least squares
• On the estimation of slope and the identification of outliers in linear regression
• Reweighted LS estimators converge at the same rate as the initial estimator
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Statistics
• The asymptotics of S-estimators in the linear regression model
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(20)

• A comparison between two robust regression estimators by means of robust covariances
• A Monte Carlo comparison of several high breakdown and efficient estimators
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
• A parametric framework for the comparison of methods of very robust regression
• Comparing some robust methods with OLS method in multiple regression with application
• A comprehensive evaluation of M-estimators for linear regression model
• A resisting gross errors capability study of robust estimation of unary linear regression method
• A modified influence function for estimation of regression coefficients with outliers
• Fourier methods for sequential change point analysis in autoregressive models
• scientific article; zbMATH DE number 4199293 (Why is no real title available?)
• EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
• A comparison of robust estimators in simple linear regression
• scientific article; zbMATH DE number 9690 (Why is no real title available?)
• Applied regression analysis bibliography update 1994-97
• A performance-based assessment of robust regression methods
• A review of some recent developments in robust regression
• Robust linear regression using smooth adaptive estimators
• Combining empirical likelihood and robust estimation methods for linear regression models
• Robust estimation of regression coefficients with outliers
• An efficient estimator for regression median

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