Robust analysis of linear models

DOI10.1214/088342304000000549zbMath1100.62583OpenAlexW2008381265WikidataQ56601683 ScholiaQ56601683MaRDI QIDQ2503948

Joseph W. McKean

Publication date: 22 September 2006

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/088342304000000549

zbMATH Keywords

robustnessinfluence functionleast squaresnormslinear hypothesesbreakdown pointdiagnosticsnonparametricsAsymptotic relative efficiencyWilcoxon scoresrank-based analysis

Mathematics Subject Classification ID

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

Related Items (12)

Robust distributed estimation and variable selection for massive datasets via rank regression ⋮ Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models ⋮ A weighted Wilcoxon estimate for the covariate-specific ROC curve ⋮ Variable Selection in Semiparametric Linear Regression with Censored Data ⋮ Focused information criterion and model averaging with generalized rank regression ⋮ Variable selection for varying coefficient models via kernel based regularized rank regression ⋮ Comparison of two types of confidence intervals based on Wilcoxon-type \(R\)-estimators ⋮ Local rank estimation and related test for varying-coefficient partially linear models ⋮ Development of a novel robust identification scheme for nonlinear dynamic systems ⋮ On rank tests for shift detection in time series ⋮ WILCOXON RANK BASED PRINCIPAL COMPONENT ANALYSIS ⋮ Probabilistic Index Models

Uses Software

• wwcode

Cites Work

• Diagnostics for comparing robust and least squares fits
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• The Use and Interpretation of Residuals Based on Robust Estimation
• Robust Nonparametric Methods
• Robust Statistics
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