A note on the computation of robust, bounded influence estimates and test statistics in regression

DOI10.1016/0167-9473(92)90008-4zbMath0850.62513MaRDI QIDQ1896183

Douglas P. Wiens

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90008-4

zbMATH Keywords

robust regression; bounded influence estimation

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

65C99: Probabilistic methods, stochastic differential equations

Related Items

Estimation in the simple linear regression model when there is heteroscedasticity of unknown form, Robust designs for approximately linear regression: \(M\)-estimated parameters, A note on the computation of robust, bounded influence estimates and test statistics in regression

Uses Software

• ROBETH

Cites Work

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• A note on the computation of robust, bounded influence estimates and test statistics in regression
• Robust Bounded-Influence Tests in Linear Models
• Minimax Aspects of Bounded-Influence Regression
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Efficient Bounded-Influence Regression Estimation
• Two Robust Alternatives to Least-Squares Regression