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

DOI10.1080/03610918.2015.1078472zbMATH Open1422.62119OpenAlexW2553500391WikidataQ124798645 ScholiaQ124798645MaRDI QIDQ4976587FDOQ4976587

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

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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)

Cites Work

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

Cited In (1)

• Robust regression analysis: a useful two stage procedure

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