scientific article; zbMATH DE number 3647966

Cited in

(33)

M-methods in multivariate linear models
A comparison between two robust regression estimators by means of robust covariances
A local breakdown property of robust tests in linear regression
A note on efficient regression estimators with positive breakdown point
Unconventional features of positive-breakdown estimators
Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
Local and global robustness of regression estimators
Robust estimation in simultaneous equations models
Optimal locally robust M-estimates of regression
On the computation and efficiency of a HBP-GM estimator some simulation results
Robust estimation of nonlinear regression with autoregressive errors.
Breakdown points and variation exponents of robust \(M\)-estimators in linear models
Robust regression with both continuous and categorical predictors
Some results for robust GM-based estimators in heteroscedastic regression models
Breakdown points of Cauchy regression-scale estimators
Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood
Functional stability of one-step GM-estimators in approximately linear regression
Combining locally and globally robust estimates for regression
Robust regression through robust covariances
scientific article; zbMATH DE number 4064318 (Why is no real title available?)
Asymptotic behavior of general M-estimates for regression and scale with random carriers
Robust estimators for generalized linear models
General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
Estimates of Regression Coefficients Based on the Sign Covariance Matrix
Robust variable selection via penalized MT-estimator in generalized linear models
Robust estimation of stationary continuous-time ARMA models via indirect inference
Semiparametric robust estimation of truncated and censored regression models
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation
A unified approach to outlier and collinearity problems: robust jackknifed beta regression
High-breakdown robust multivariate methods
Robust weighted LAD regression
On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression

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