Statistical Robustness: One View of Its Use in Applications Today
DOI10.2307/2683810zbMATH Open0419.62034OpenAlexW4253886630MaRDI QIDQ3852974FDOQ3852974
Authors: Robert V. Hogg 
Publication date: 1979
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2683810
outliersapplicationsmaximum likelihood estimationdata analysisleast squaresreviewregression coefficientsrobust proceduresM estimator
Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (17)
- Bregman divergence to generalize Bayesian influence measures for data analysis
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Geometric framework for statistical analysis of eye tracking heat maps, with application to a tobacco waterpipe study
- An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates
- On robust Kalman filtering
- Are robust estimators truly robust in practice
- On w-estimators of a linear functional relationship
- Adapting the classical kernel density estimator to data
- QQ-plot approach to robust Kalman filtering
- Some Adaptive Robust Estimators which Work with Real Data
- Hypotheses testing for fuzzy robust regression parameters
- The professional contributions of robert v. hogg
- Nonperforming loan of European islamic banks over the economic cycle
- A robust regression method based on Pearson type VI distribution
- Adaptive m estimation of symmetric distribution location
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- On robust AML identification algorithms
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