A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
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Publication:1387682
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Cited in
(21)- A review of robust regression and diagnostic procedures in linear regression
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Regression with outlier shrinkage
- A class of robust and fully efficient regression estimators
- Outlier detection and robust estimation in linear regression models with fixed group effects
- Optimization techniques for robust multivariate location and scatter estimation
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- Reweighted least trimmed squares: an alternative to one-step estimators
- Robust estimation for linear panel data models
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Weighted likelihood estimation of multivariate location and scatter
- Semiparametrically weighted robust estimation of regression models
- Penalized unimodal spline density estimation with application to \(M\)-estimation
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