Efficient and robust estimation of regression and scale parameters, with outlier detection

DOI10.1016/J.CSDA.2020.107114MaRDI QIDQ829754zbMATH OpenOpenAlexFDO

Authors Alain Desgagné

Publication date 6 May 2021

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

Full work available at URL https://arxiv.org/abs/1909.07719

zbMATH Keywords

ANOVAlocation-scale family\(M\)-estimatorsconflicting informationStudent's \(t\)-test

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
• Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
• Robust and efficient estimation of the residual scale in linear regression
• Inference robust to outliers with \(\ell_1\)-norm penalization
• Robust fitting of mixture regression models

Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• A class of robust and fully efficient regression estimators
• A new Bayesian approach to robustness against outliers in linear regression
• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• Rejection of Outliers
• Robust linear regression: A review and comparison
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The Identification of Multiple Outliers

Cited in

(10)

• Rejecting outliers and estimating errors in an orthogonal-regression framework
• Log-regularly varying scale mixture of normals for robust regression
• scientific article; zbMATH DE number 2068418 (Why is no real title available?)
• Fast calibrations of the forward search for testing multiple outliers in regression
• Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
• Outlier detection by means of robust regression estimators for use in engineering science
• Outlier detection and robust estimation of scale
• Efficient and Robust Estimation of Linear Regression with Normal Errors
• Forecasting with functional and twice censored data
• Estimation of regression parameters in the presence of outliers in the response

This page was built for publication: Efficient and robust estimation of regression and scale parameters, with outlier detection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829754)