Robust and classical outlyingness indicators a simulation study

DOI10.1080/03610919008812871zbMath0718.62175OpenAlexW1977191500WikidataQ60726071 ScholiaQ60726071MaRDI QIDQ5750217

Gilbert Ritschard, Gérard Antille

Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:4146

zbMATH Keywords

outliersM-estimatorsrobust distancesleverage pointshigh breakdown point estimators

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Diagnostics, and linear inference and regression (62J20)

Related Items

Robust versus classical detection of atypical data

Cites Work

• Least Median of Squares Regression
• Detection of Influential Observation in Linear Regression
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