Algorithms for the computation of weights in bounded influence regression

DOI10.1016/0167-9473(88)90005-9MaRDI QIDQ804193zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3842984 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3678955 (Why is no real title available?)
• scientific article; zbMATH DE number 3690474 (Why is no real title available?)
• scientific article; zbMATH DE number 3721897 (Why is no real title available?)
• scientific article; zbMATH DE number 3770909 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A distribution-free M-estimator of multivariate scatter
• Algorithms for the computation of weights in bounded influence regression
• Robust m-estimators of multivariate location and scatter

Cited in

(4)

• scientific article; zbMATH DE number 18879 (Why is no real title available?)
• 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

Describes a project that uses

Uses Software

• QUADPACK
• ROBETH

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