Transformations in Regression: A Robust Analysis
From MaRDI portal
Publication:3223697
DOI10.2307/1270463zbMATH Open0558.62032OpenAlexW4231040717MaRDI QIDQ3223697FDOQ3223697
Authors: David Ruppert, Raymond J. Carroll
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/1270463
Recommendations
- Robust Box-Cox transformations for simple regression
- Robust Box-Cox transformations based on minimum residual autocorrelation
- Robust Response Transformations Based on Optimal Prediction
- Robust regression diagnostics with data transformations
- Diagnostics and Robust Estimation When Transforming the Regression Model and the Response
model selectionrobust estimationinfluence functionsgross-error sensitivityoutlier identificationBox-Cox power-transformation modelweighted, modified likelihoods
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (33)
- Sensitivity analysis for Box-Cox power transformation model: Contrast parameters
- Robust Box-Cox transformations based on minimum residual autocorrelation
- Cluster-based \(L2\) re-weighted regression
- Diagnostics for multivariate smoothing splines
- Combining locally and globally robust estimates for regression
- Robust regression for highly corrupted response by shifting outliers
- Robust inference in composite transformation models
- On influence diagnostic in univariate elliptical linear regression models
- Robust Box-Cox transformations for simple regression
- Decision and choice in transforming data
- On the diversity of estimates.
- Variable selection in the Box-Cox power transformation model
- Robust regression diagnostics with data transformations
- Robust Transformations in Univariate and Multivariate Time Series
- The B-exponential divergence and its generalizations with applications to parametric estimation
- Computational aspects of adaptive combination of least squares and least absolute deviations estimators
- On Fractile Transformation of Covariates in Regression
- Robust Response Transformations Based on Optimal Prediction
- A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
- Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model
- Bayesian robust transformation and variable selection: A unified approach
- Title not available (Why is that?)
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stepwise local influence analysis
- Transforming the Dependent Variable in Regression Models
- Local and global robustness of regression estimators
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- Regression estimation with transformed auxiliary variates
- The Box-Cox transformation: review and extensions
- Diagnostics and Robust Estimation When Transforming the Regression Model and the Response
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
This page was built for publication: Transformations in Regression: A Robust Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3223697)