A comparative study of some robust methods for coefficient-estimation in linear regression

DOI10.1016/S0167-9473(96)00046-1zbMath0900.62168OpenAlexW2012815159MaRDI QIDQ1391996

D. Massart

Publication date: 23 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(96)00046-1

zbMATH Keywords

SimulationOutliersHeavy-tailed distributionsFunctional least squaresLeast median of SquaresTrimmed least squares

Mathematics Subject Classification ID

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

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