A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
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Cites work
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- scientific article; zbMATH DE number 3335619 (Why is no real title available?)
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
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Cited in
(21)- Regression with outlier shrinkage
- Reweighted least trimmed squares: an alternative to one-step estimators
- scientific article; zbMATH DE number 5716995 (Why is no real title available?)
- Penalized unimodal spline density estimation with application to \(M\)-estimation
- Semiparametrically weighted robust estimation of regression models
- An entropy-like estimator for robust parameter identification
- Optimization techniques for robust multivariate location and scatter estimation
- Weighted likelihood latent class linear regression
- A fast algorithm for robust regression with penalised trimmed squares
- Weighted likelihood estimation of multivariate location and scatter
- A class of robust and fully efficient regression estimators
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Outlier detection and robust estimation in linear regression models with fixed group effects
- Robust estimation for linear panel data models
- Statistical inference based on a new weighted likelihood approach
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- A review of robust regression and diagnostic procedures in linear regression
- Robust model selection in regression via weighted likelihood methodology
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Higher-order infinitesimal robustness
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
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