A Robust Method for Multiple Linear Regression

Cited in

(52)

A simple more general boxplot method for identifying outliers
A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood
Parametric multiple regression risk models: Theory and statistical analysis
Effect of heteroscedasticity and heterogeneousness on outlier detection for geodetic networks
An algorithm to find all regression quantiles
Constrained robust regression of interval valued data
Invariance of estimation methods for the linear model
Bayesian linear regression with error terms that have symmetric unimod al densities
A resistant test for simple linear regression
Diagnostics for multivariate smoothing splines
Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs
The scale problem in robust regressionM- estimates
Robust mixture regression modeling based on the generalized M (GM)-estimation method
The generalized ridge estimator and improved adjustments for regression parameters
Coefficients of determinations for variable selection in the msae regression
Info-gap robustness analysis of linear regression: an epidemiological example
Are robust estimators truly robust in practice
On influence diagnostic in univariate elliptical linear regression models
Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators
Consistency and normality of Huber-Dutter estimators for partial linear model
On w-estimators of a linear functional relationship
Marshall-Olkin distribution: parameter estimation and application to cancer data
A novel distribution-free hybrid regression model for manufacturing process efficiency improvement
Multiple outliers detection through reweighted least deviances.
Recent results in ridge regression methods
M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
On the unbiasedness of robust regression estimators
Algorithms for the Huber estimator in multiple regression
Consistency of M-estimators of nonlinear signal processing models
Multiple Linear Regression Model Under Nonnormality
An iteration method of data censoring in the regression estimation problem
Identifying outliers with sequential fences
A Bayesian approach to the detection of gross errors based on posterior probability
When Tukey Meets Chauvenet: A New Boxplot Criterion for Outlier Detection
Adaptive Statistik (Bemerkungen über neuere Bestrebungen in der statistischen Methodologie)
Robust fitting of mixture regression models
Genetic algorithms and their statistical applications: an introduction
A review of robust regression and diagnostic procedures in linear regression
A robust regression method based on Pearson type VI distribution
Huber-Dutter estimation of linear models with dependent errors
Strategy-proof estimators for simple regression.
Robust estimation based on grouped-adjusted data in linear regression models
Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals
A robust method of estimation based on the MML estimators for a simple linear regression model
De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
A hard re-descending hybrid robust regression estimation technique using direct weights
Robust estimation of a linear functional relationship
Article
A Framework of Learning Through Empirical Gain Maximization
Sparse and robust estimation with ridge minimax concave penalty
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation

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