Robust regression through robust covariances

DOI10.1080/03610928608829187zbMATH Open0639.62023OpenAlexW2056057826MaRDI QIDQ3780262FDOQ3780262

Authors: Stephan Morgenthaler, Ricardo Antonio Maronna 

Publication date: 1986

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829187

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zbMATH Keywords

asymptoticscovariance estimationsimulationrobust estimateM-estimatorbounded influencerobust regression estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Title not available (Why is that?)
• Robust Statistics
• Robust m-estimators of multivariate location and scatter
• A General Qualitative Definition of Robustness
• The Influence Curve and Its Role in Robust Estimation
• Title not available (Why is that?)
• Efficient Bounded-Influence Regression Estimation
• Finite sample breakdown of M- and P-estimators

Cited In (20)

• Robust estimation of the conditional median function at elliptical models
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
• Robust surface estimation in multi-response multistage statistical optimization problems
• Robust sandwich covariance estimation for regression calibration estimator in Cox regression with measurement error.
• A natural robustification of the ordinary instrumental variables estimator
• Robust Multivariate Regression When There is Heteroscedasticity
• A novel robust multivariate regression approach to optimize multiple surfaces
• Robust feature screening for elliptical copula regression model
• Robust estimation of multi-response surfaces considering correlation structure
• Title not available (Why is that?)
• A comparison between two robust regression estimators by means of robust covariances
• Title not available (Why is that?)
• Robust estimation of multivariate regression model
• Robust optimization of multistage process: response surface and multi-response optimization approaches
• Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• Two new approaches to robust estimation in time series
• The percentage bend correlation coefficient
• Robust estimation in the simple errors-in-variables model
• Some small-sample results on a bounded influence rank regression method

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