A performance-based assessment of robust regression methods

DOI10.1080/03610919808813524zbMATH Open0931.62028OpenAlexW2085680114MaRDI QIDQ4232105FDOQ4232105

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

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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)

Cites Work

• Title not available (Why is that?)
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Title not available (Why is that?)
• High breakdown-point and high efficiency robust estimates for regression
• Estimation in Linear Regression Models with Disparate Data Points

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

Uses Software

• ROBETH

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