Efficient and robust estimation of regression and scale parameters, with outlier detection

DOI10.1016/J.CSDA.2020.107114OpenAlexW3092876711MaRDI QIDQ829754

Alain Desgagné

Publication date: 6 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.07719

zbMATH Keywords

ANOVAconflicting informationlocation-scale family\(M\)-estimatorsStudent's \(t\)-test

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Log-regularly varying scale mixture of normals for robust regression

Cites Work

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• Robust regression: Asymptotics, conjectures and Monte Carlo
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• A new Bayesian approach to robustness against outliers in linear regression
• The Identification of Multiple Outliers
• Rejection of Outliers
• Least Median of Squares Regression
• Robust linear regression: A review and comparison

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