Small sample corrections for LTS and MCD

Metrika

Volumn 55, Issue 1-2, 2002, Pages 111-123

  Pison, G ^a   Van Aelst, S ^a   Willems, G ^a  

^a UNIVERSITY OF ANTWERP   (Belgium)

Author keywords

Bias; Least Trimmed Squares estimator; Minimum Covariance Determinant estimator; Robustness

Indexed keywords

EID: 0036383073     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840200191     Document Type: Conference Paper

References (9)

1. Coleman J. et al., (1966) Equality of educational opportunity. U.S. Department of Health, Washington D.C.
2. Croux C., Rousseeuw P.J. (1992) A class of high-breakdown scale estimators based on sub-ranges. Communications in Statistics 21:1935-1951.
3. Croux C., Haesbroeck G. (1999) Influence function and efficiency of the minimum covariance determinant scatter matrix estimator. Journal of Multivariate Analysis 71:161-190.
4. Flury B., Riedwyl H. (1988) Multivariate statistics: a practical approach. Cambridge University Press.
5. Gray J.B. (1985) Graphics for regression diagnostics. American Statistical Association Proceedings of the Statistical Computing Section, 102-107.
6. Rousseeuw P.J. (1984) Least median of squares regression. Journal of the American Statistical Association 79:871-880.
7. Rousseeuw P.J., Leroy A.M. (1987) Robust regression and outlier detection. Wiley-Interscience, New York.
8. Rousseeuw P.J., Van Driessen K. (1999) A fast algorithm for the minimum covariance determinant estimator. Technometrics 41:212-223.
9. Rousseeuw P.J., Van Driessen K. (1999) Computing LTS regression for large data sets. Technical Report, Universitaire Instelling Antwerpen.