An efficient and high breakdown procedure for model criticism

DOI10.1080/03610929608831857zbMath0870.62058OpenAlexW1983621551MaRDI QIDQ3125772

Simon J. Sheather, Joseph W. McKean, Joshua D. Naranjo

Publication date: 20 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831857

zbMATH Keywords

robustnesslinear modelGR-estimatesinfluential pointsresidual plotsR-estimatesclusters of outliersexploratory model criticism procedurehidden outliersunderlying curvatureWilcoxon estimates

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

Related Items (3)

Diagnostics for comparing robust and least squares fits ⋮ GR-estimates for an autoregressive time series. ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

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• Robust regression: Asymptotics, conjectures and Monte Carlo
• Least Median of Squares Regression
• The use and interpretation of rank-based residuals
• Asymptotic normality ofr-estimates in the linear model
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• The Use and Interpretation of Residuals Based on Robust Estimation
• Robust and High-Breakdown Fits of Polynomial Models
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Applied regression analysis bibliography update 1992–93

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