Regression-free and robust estimation of scale for bivariate data

DOI10.1016/0167-9473(95)00004-6MaRDI QIDQ1351850zbMATH OpenOpenAlexFDO

Authors Mia Hubert, Peter Rousseeuw

Publication date 27 February 1997

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

Full work available at URL https://doi.org/10.1016/0167-9473(95)00004-6

zbMATH Keywords

Breakdown pointOutliersLinear modelRegression invariance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Alternatives to the Median Absolute Deviation
• Asymptotics of the repeated median slope estimator
• Bandwidth choice for nonparametric regression
• Descriptive statistics for non-parametric models. III: Dispersion
• Distributing a computationally intensive estimator: the case of exact LMS regression
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Generalized L-, M-, and R-statistics
• Least Median of Squares Regression
• On variance function estimation with quadratic forms
• Residual variance and residual pattern in nonlinear regression
• Robust regression using repeated medians

Cited in

(12)

• Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure
• The scale problem in robust regressionM- estimates
• Efficient and robust scale estimation for trended time series
• Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median
• Robust online scale estimation in time series: a model-free approach
• CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression
• Scaling Oversmoothing Factors for Kernel Estimation of Spatial Relative Risk
• Regression-based, regression-free and model-free approaches for robust online scale estimation
• Scale calibration for high-dimensional robust regression
• Robust scale estimation under shifts in the mean
• Applied regression analysis bibliography update 1994-97

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