A review of some recent developments in robust regression

British Journal of Mathematical and Statistical Psychology

Volumn 49, Issue 2, 1996, Pages 253-274

  Wilcox, Rand R ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0007780296     PISSN: 00071102     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.2044-8317.1996.tb01088.x     Document Type: Article

References (10)

1. Ammann, L. P. (1993). Robust singular value decompositions: A new approach to projection pursuit. Journal of the American Statistical Association, 88, 505-514.
2. Atkinson, A. C. (1994). Fast very robust methods for the detection of multiple outliers. Journal of the American Statistical Association, 89, 1329-1339.
3. Bassett, G. & Koenker, R. (1978). Asymptotic theory of least absolute error regression. Journal of the American Statistical Association, 73, 618-621.
4. Breiman, L. & Friedman, J. H. (1985). Estimating optimal transformations for multiple regression and correlation. Journal of the American Statistical Association, 80, 580-619.
5. Carroll, R. J. & Ruppert, D. (1982). Robust estimation in heteroscedastic linear models. Annals of Statistics, 10, 429-441.
6. Carroll, R. J. & Ruppert, D. (1988). Transformation and Weighting in Regression. New York: Chapman & Hall.
7. Davies, P. L. (1987). Asymptotic behavior of S-estimates of multivariate location parameters and dispersion matrices. Annals of Statistics, 76, 1269-1292.
8. Davis, J. B. & McKean, J. W. (1993). Rank-based methods for multivariate linear models. Journal of the American Statistical Association, 88, 245-251.
9. Yohai, V. J. & Zamar, R. H. (1988). High breakdown point estimates of regression by means of the minimization of an efficient scale. Journal of the American Statistical Association, 83, 406-414.
10. Young, F. W. (1981). Quantitative data analysis of qualitative data. Psychometrika, 46, 347-388.