Computing the constrained M-estimates for regression

DOI10.1016/J.CSDA.2004.04.012zbMath1429.62107OpenAlexW2051411876MaRDI QIDQ957174

Ove Edlund, Hakan Ekblom

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.04.012

zbMATH Keywords

algorithmsrobustnessrobust regressionCM-estimateshigh breakdown point estimators for regressionS-estimates

Mathematics Subject Classification ID

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

Related Items (2)

Algorithms for bounded-influence estimation ⋮ Nonparametric and robust methods. (Editorial)

Uses Software

• CMregr
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Cites Work

• Algorithms to compute \(CM\)- and \(S\)-estimates for regression
• Robust Statistics
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