Robust regression through robust covariances

DOI10.1080/03610928608829187zbMath0639.62023OpenAlexW2056057826MaRDI QIDQ3780262

Stephan Morgenthaler, Ricardo Antonio Maronna

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829187

zbMATH Keywords

simulationasymptoticscovariance estimationrobust estimateM-estimatorbounded influencerobust regression estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Finite sample breakdown of M- and P-estimators
• Robust m-estimators of multivariate location and scatter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Efficient Bounded-Influence Regression Estimation
• The Influence Curve and Its Role in Robust Estimation
• A General Qualitative Definition of Robustness
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