Computation of High Breakdown Nonlinear Regression Parameters

DOI10.2307/2290718MaRDI QIDQ4694189zbMATH OpenOpenAlexFDO

Authors Arnold J. Stromberg

Publication date 14 March 1994

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2290718

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(17)

• Confirmation of multiple outliers in generalized linear and nonlinear regressions
• Robust inference for nonlinear regression models
• Least trimmed squares in nonlinear regression under dependence
• Bounded influence nonlinear signed-rank regression
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Consistency of the least median of squares estimator in nonlinear regression
• Critical values for testing for a single outlier in a nonlinear regression model
• Some software for computing robust linear or nonlinear regression estimators
• Robust piecewise linear L₁-regression via nonsmooth DC optimization
• Adaptive robust regression with continuous Gaussian scale mixture errors
• Some quantitative relationships between two types of finite sample breakdown point
• A robust proposal for heteroscedastic dose-response models with an application to interaction analysis
• From robust neural networks toward robust nonlinear quantile estimation
• Robust estimation of heteroscedastic regression models: a brief overview and new proposals
• High-breakdown robust multivariate methods
• A procedure for robust fitting in nonlinear regression
• A resistant learning procedure for coping with outliers

Describes a project that uses

Uses Software

• LISP-STAT

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