Robust analysis of linear models

DOI10.1214/088342304000000549MaRDI QIDQ2503948zbMATH OpenOpenAlexWikidataFDO

Authors Joseph W. McKean

Publication date 22 September 2006

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/088342304000000549

zbMATH Keywords

least squaresrobustnessinfluence functionbreakdown pointnonparametricsnormsdiagnosticslinear hypothesesAsymptotic relative efficiencyWilcoxon scoresrank-based analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
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• scientific article; zbMATH DE number 1373656 (Why is no real title available?)
• Diagnostics for comparing robust and least squares fits
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Robust Nonparametric Methods
• Robust Statistics
• The Use and Interpretation of Residuals Based on Robust Estimation

Cited in

(17)

• Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators
• Variable selection for varying coefficient models via kernel based regularized rank regression
• Rank based robust analysis of linear models. I: Exposition and review. With comments and a rejoinder by the author
• WILCOXON RANK BASED PRINCIPAL COMPONENT ANALYSIS
• Local rank estimation and related test for varying-coefficient partially linear models
• Probabilistic Index Models
• Robust distributed estimation and variable selection for massive datasets via rank regression
• A general framework for the multiple nonparametric Behrens-Fisher problem with dependent replicates
• A weighted Wilcoxon estimate for the covariate-specific ROC curve
• Variable Selection in Semiparametric Linear Regression with Censored Data
• Development of a novel robust identification scheme for nonlinear dynamic systems
• Model conditions for asymptotic robustness in the analysis of linear relations
• Focused information criterion and model averaging with generalized rank regression
• On rank tests for shift detection in time series
• Robustness to the unavailability of data in the linear model, with applications
• scientific article; zbMATH DE number 5872089 (Why is no real title available?)
• Simple robust tests for autocorrelated errors in time series design intervention models

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Uses Software

• wwcode

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