Robust regression with both continuous and binary regressors

DOI10.1016/S0378-3758(96)00041-9zbMath0900.62174MaRDI QIDQ1361615

Mia Hubert, Peter J. Rousseeuw

Publication date: 14 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

outlier detectionmedian polishanalysis of covarianceminimum volume ellipsoid estimatorrobust distanceweighted least absolute values

Mathematics Subject Classification ID

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

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Uses Software

• ROBETH
• S-PLUS

Cites Work

• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• A comparison of some quick algorithms for robust regression
• Least Median of Squares Regression
• Robust Analysis of Covariance
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
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