Robust regression: A weighted least squares approach

Communications in Statistics - Theory and Methods

Volumn 26, Issue 6, 1997, Pages 1381-1394

  Chatterjee, Samprit ^a   Mächler, Martin ^b  

^a NEW YORK UNIVERSITY   (United States)

^b ETH ZURICH   (Switzerland)

Author keywords

Influence; Iterative reweighting; Leverage points; M estimator; Masking; Outliers

Indexed keywords

COMPUTER SIMULATION; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; REGRESSION ANALYSIS;

GAUSSIAN PROCESSES; ROBUST REGRESSION;

STATISTICS;

EID: 0031386919     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708831988     Document Type: Article

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