Comparison of the robust methods in the general linear regression model

DOI10.1080/03610918.2021.1928196MaRDI QIDQ6073575zbMATH OpenOpenAlexFDO

Authors Hakan Savaş Sazak

Publication date 18 September 2023

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

Full work available at URL https://doi.org/10.1080/03610918.2021.1928196

zbMATH Keywords

M estimatorsMM estimatorsMM-type estimatorsrobustS estimatorsS-type estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Algorithms to compute \(CM\)- and \(S\)-estimates for regression
• High breakdown-point and high efficiency robust estimates for regression
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• Least Median of Squares Regression
• M ESTIMATION, S ESTIMATION, AND MM ESTIMATION IN ROBUST REGRESSION
• Regression Analysis with a Stochastic Design Variable
• Robust Estimation of a Location Parameter
• Robust regression using iteratively reweighted least-squares

Cited in

(5)

• A comparison between two robust regression estimators by means of robust covariances
• Robust linear regression: A review and comparison
• Robust scaling strategies for outlier handling in orthogonal projection to latent structures discriminant analysis (OPLS-DA)
• Styperidge.reg
• The S-type ridge regression estimators with minimum mean squared error of the model and standard errors of the regressors

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