scientific article; zbMATH DE number 420867

MaRDI QIDQ3135081zbMATH OpenFDO

Authors Alfio Marazzi

Publication date 22 September 1993

zbMATH Keywords

\(M\)-estimates of covariance matrices\(M\)-estimation\(S+\)ANSI FORTRAN 77bounded influence regressiondiscrete generalized linear modelsFORTRAN subroutine library ROBETHhigh breakdown estimationhigh breakdown point regressionhigh-level \(S\)-functionslinear regressionmixed proceduresrobust covariancesrobust regressionrobust testing of linear hypothesesweight functions

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Software, source code, etc. for problems pertaining to statistics (62-04) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(28)

• Algorithms for bounded-influence estimation
• Minimum distance estimation in imprecise probability models
• ROBETH
• Robust regression with both continuous and binary regressors
• A Monte Carlo comparison of several high breakdown and efficient estimators
• A point process driven multiple change point model: a robust resistant approach
• M-estimators for regression with changing scale
• Nonadditive probabilities in statistics
• Robust estimation of efficient mean-variance frontiers
• Deleting outliers in robust regression with mixed integer programming
• Infinitesimally robust estimation in general smoothly parametrized models
• Robust regression using data partitioning and M-estimation
• Robust tools in SAS
• The development and evaluation of alternative generalized m‐estmation techniques
• A performance-based assessment of robust regression methods
• A gm estimation of the location parameters in a spatial linear model
• A biased-robust regression technique for the combined outlier-multicollinearity problem
• Some software for computing robust linear or nonlinear regression estimators
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• A robust approach to longitudinal data analysis
• Robust binary regression with continuous outcomes
• Model-based process monitoring using robust generalized linear models
• A comparative analysis of multiple outlier detection procedures in the linear regression model.
• Robust estimation in the logistic regression model
• M-estimates: a review and application for decision-making under uncertainty
• Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale
• Recursive robust regression computational aspects and comparison
• A comparison of six smoothers when there are multiple predictors

Describes a project that uses

Uses Software

• MINITAB
• EISPACK
• SPSS
• SAS
• BMDP

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