A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression

DOI10.1080/03610918.2015.1078472MaRDI QIDQ4976587zbMATHOpenAlexWikidataFDO

Authors Annalisa Orenti, Ettore Marubini

Publication date 31 July 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1078472

zbMATH Keywords

robust regressionrobust distanceleverage pointsregression outlierspresent note procedure (PNP)

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• A Re-Weighted Least Squares Method for Robust Regression Estimation
• Robust regression:a weighted least squares approach
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.

Cited in

(1)

• Robust regression analysis: a useful two stage procedure

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