Algorithms for the computation of weights in bounded influence regression

DOI10.1016/0167-9473(88)90005-9zbMATH Open0726.62135OpenAlexW2029270623MaRDI QIDQ804193FDOQ804193

Authors: N. E. Zubov 

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90005-9

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zbMATH Keywords

robust regressionfixed point algorithmNewton algorithmaffinely invariant covariance matrixbounded influence regressionconjugate gradient approachesrobust covariances

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
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• A distribution-free M-estimator of multivariate scatter
• Robust m-estimators of multivariate location and scatter
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• Algorithms for the computation of weights in bounded influence regression

Cited In (4)

• Title not available (Why is that?)
• A note on the computation of robust, bounded influence estimates and test statistics in regression
• Algorithms for the computation of weights in bounded influence regression
• Bias-robust estimators of multivariate scatter based on projections

Uses Software

• ROBETH
• QUADPACK

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