Bounded influence regression using high breakdown scatter matrices

MaRDI QIDQ1881394zbMATH OpenFDO

Authors Christophe Croux, Catherine Dehon, Stefan Van Aelst

Publication date 5 October 2004

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

robust regressioninfluence functionFisher-consistency\(S\)-estimator scatter matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Robustness and adaptive procedures (parametric inference) (62F35)

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(9)

• Robust learning from bites for data mining
• Robust regression through robust covariances
• A natural robustification of the ordinary instrumental variables estimator
• Multivariate regression \(S\)-estimators for robust estimation and inference
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• A Hausman-type test to detect the presence of influential outliers in regression analysis
• Covariance matrices of S robust regression estimators

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