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

DOI10.1016/J.CSDA.2020.107114OpenAlexW3092876711MaRDI QIDQ829754FDOQ829754

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• A new Bayesian approach to robustness against outliers in linear regression
• Least Median of Squares Regression
• Title not available (Why is that?)
• High breakdown-point and high efficiency robust estimates for regression
• Rejection of Outliers
• Title not available (Why is that?)
• A class of robust and fully efficient regression estimators
• The Identification of Multiple Outliers
• Robust linear regression: A review and comparison

Cited In (10)

• Rejecting outliers and estimating errors in an orthogonal-regression framework
• Title not available (Why is that?)
• Log-regularly varying scale mixture of normals for robust regression
• Efficient and Robust Estimation of Linear Regression with Normal Errors
• 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 and robust estimation of scale
• Outlier detection by means of robust regression estimators for use in engineering science
• Forecasting with functional and twice censored data
• Estimation of regression parameters in the presence of outliers in the response

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