Reweighting approximate GM estimators: Asymptotics and residual-based graphics
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- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Distributing a computationally intensive estimator: the case of exact LMS regression
- Functional stability of one-step GM-estimators in approximately linear regression
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- One-Step Huber Estimates in the Linear Model
- Reweighted LS estimators converge at the same rate as the initial estimator
- Robust and High-Breakdown Fits of Polynomial Models
- Robust regression using iteratively reweighted least-squares
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Some Comments on C P
- The Use and Interpretation of Residuals Based on Robust Estimation
- The feasible solution algorithm for least trimmed squares regression
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
- Trimmed Least Squares Estimation in the Linear Model
Cited in
(5)- Minimax weights for generalised M-estimation in biased regression models
- Some Exploratory Methods for Studying Curvature in Robust Regression
- Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation
- Functional stability of one-step GM-estimators in approximately linear regression
- Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation
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