A performance-based assessment of robust regression methods

DOI10.1080/03610919808813524MaRDI QIDQ4232105zbMATH OpenOpenAlexFDO

Authors J. R. Simpson, Douglas C. Montgomery

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

zbMATH Keywords

outliersefficiencyMonte Carlo simulationiteratively reweighted least squaresbreakdownbounded influencerobust regression estimationestimates of leverage

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(11)

• Comparing some robust methods with OLS method in multiple regression with application
• 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
• A new robust regression method based on particle swarm optimization
• Modern outlier detection methods and thier effect on subsequent inference
• Graphical evaluation of the ridge-type robust regression estimators in mixture experiments
• Compound-estimator based cause-selecting control chart for monitoring multistage processes
• Robust regression using data partitioning and M-estimation
• AN IMPROVED COMPOUND ESTIMATOR FOR ROBUST REGRESSION
• Econometric applications of high-breakdown robust regression techniques

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