A journey in single steps: robust one-step \(M\)-estimation in linear regression

DOI10.1016/S0378-3758(01)00228-2zbMath0988.62040MaRDI QIDQ1600727

A. H. Welsh, Elvezio Ronchetti

Publication date: 16 June 2002

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

zbMATH Keywords

outliersinfluence functionbreakdown pointrejection methodM-estimatorS-estimatoriteratively reweighted least squares estimatormethod of scoring estimatorNewton-Raphson estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

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