Robust Regression Using Data Partitioning and M-Estimation

DOI10.1080/03610918.2011.598994zbMath1270.62099OpenAlexW2087301614MaRDI QIDQ3168345

Seongyong Kim, Daeyoung Kim, Yousung Park

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.598994

zbMATH Keywords

outlierbreakdown pointleverage points

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Fast approximate \(L_\infty\) minimization: speeding up robust regression ⋮ A new correction approach for information criteria to detect outliers in regression modeling ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Robust linear regression: A review and comparison

Uses Software

• robustbase

Cites Work

• Unnamed Item
• High breakdown-point and high efficiency robust estimates for regression
• Min-max bias robust regression
• Two simple resistant regression estimators
• The regression dilemma
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Robust Statistics

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