Robust linear regression via bounded influence \(M\)-estimators

DOI10.1016/0047-259X(92)90096-XzbMath0762.62016MaRDI QIDQ1190567

Chi-Lun Cheng

Publication date: 26 September 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

robust regressioninfluence functionschange-of-variance sensitivitygeneral normal regression modeloptimal bounded influence \(M\)-estimatorspredicted value

Mathematics Subject Classification ID

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

Cites Work

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• Min-max bias robust regression
• Robust regression based on infinitesimal neighbourhoods
• Change-of-variance sensitivities in regression analysis
• Bounded-Influence Regression via Local Minimax Mean Squared Error
• Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Estimation in Linear Regression Models with Disparate Data Points
• Efficient Bounded-Influence Regression Estimation
• Robust Statistics

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