A robust method for multivariate regression

MaRDI QIDQ4424525zbMATH OpenFDO

Authors Stefan Van Aelst, Katrien van Driessen, Peter Rousseeuw

Publication date 4 September 2003

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(19)

• Multivariate generalized S-estimators
• Robust estimation of multivariate regression model
• Multivariate functional least squares
• Robust algorithms for multiphase regression models
• Robust estimation in the simple errors-in-variables model
• Robust principal components regression
• Multivariate regression S-estimators for robust estimation and inference
• A cautionary note on robust covariance plug-in methods
• Robust Multivariate Regression When There is Heteroscedasticity
• Robust regression through robust covariances
• M Estimation of Multivariate Regressions
• scientific article; zbMATH DE number 1211733 (Why is no real title available?)
• Estimates of Regression Coefficients Based on Lift Rank Covariance Matrix
• Sector based linear regression, a new robust method for the multiple linear regression
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• Depth-weighted robust multivariate regression with application to sparse data
• Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
• Robust estimation of coefficient matrices in multivariate linear regression models
• scientific article; zbMATH DE number 2210186 (Why is no real title available?)

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