Robust regression diagnostics with data transformations

DOI10.1016/j.csda.2004.06.010zbMath1429.62106OpenAlexW1996216052MaRDI QIDQ957255

Tsung-Chi Cheng

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.2004.06.010

zbMATH Keywords

Box-Cox transformationleast trimmed squares estimatorrobust diagnosticshigh breakdown estimatortrimmed likelihood

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

Related Items (5)

Robust diagnostics for the heteroscedastic regression model ⋮ Robust Box-Cox transformations based on minimum residual autocorrelation ⋮ Nonparametric and robust methods. (Editorial) ⋮ Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data ⋮ Bayesian robust transformation and variable selection: A unified approach

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