A performance-based assessment of robust regression methods
DOI10.1080/03610919808813524zbMATH Open0931.62028OpenAlexW2085680114MaRDI QIDQ4232105FDOQ4232105
Douglas C. Montgomery, J. R. Simpson
Publication date: 15 February 2000
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919808813524
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outliersefficiencyMonte Carlo simulationiteratively reweighted least squaresbreakdownbounded influencerobust regression estimationestimates of leverage
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
Cited In (8)
- A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression
- Resampling methods for variable selection in robust regression
- Sensitivity analysis and robust regression in investment performance evaluation
- Modern outlier detection methods and thier effect on subsequent inference
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments
- AN IMPROVED COMPOUND ESTIMATOR FOR ROBUST REGRESSION
- Econometric applications of high-breakdown robust regression techniques
- Compound-Estimator Based Cause-Selecting Control Chart for Monitoring Multistage Processes
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