Robust procedures in multiple regression: \(p\)-subsets and a computational proposal

DOI10.1007/BF00123639zbMath0848.62034OpenAlexW2154367281MaRDI QIDQ1919704

Marilena Furno, Maria Rosaria D'Esposito

Publication date: 10 October 1996

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00123639

zbMATH Keywords

robustnesslinear modelrobust regressionbalanced incomplete block designsmultiple regressionrobust proceduressub-sampling scheme

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistical block designs (62K10) Diagnostics, and linear inference and regression (62J20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• A resampling design for computing high-breakdown regression
• Robust estimation in multiple regression model using \(p\)-dimensional subsets
• A comparison of some quick algorithms for robust regression
• The Existence and Construction of Balanced Incomplete Block Designs
• Least Median of Squares Regression
• Median estimators for regression models - the Brown-Mood approach
• Composite Points in Weighted Least Squares Regressions
• Location of outliers in multiple regression using resampled values
• Equal-Difference Bib Designs

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