An efficient and high breakdown procedure for model criticism

DOI10.1080/03610929608831857MaRDI QIDQ3125772zbMATH OpenOpenAlexFDO

Authors Joseph W. McKean, Joshua D. Naranjo, Simon J. Sheather

Publication date 20 May 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831857

zbMATH Keywords

clusters of outliersexploratory model criticism procedureGR-estimateshidden outliersinfluential pointslinear modelR-estimatesresidual plotsrobustnessunderlying curvatureWilcoxon estimates

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

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Cites work

• Applied regression analysis bibliography update 1992–93
• Asymptotic normality ofr-estimates in the linear model
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Robust and High-Breakdown Fits of Polynomial Models
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The use and interpretation of rank-based residuals
• The Use and Interpretation of Residuals Based on Robust Estimation

Cited in

(4)

• Diagnostics for comparing robust and least squares fits
• Applied regression analysis bibliography update 1994-97
• SOME REMARKS ON MODEL CRITICISM
• GR-estimates for an autoregressive time series.

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