A journey in single steps: Robust one-step M -estimation in linear regression

Journal of Statistical Planning and Inference

Volumn 103, Issue 1-2, 2002, Pages 287-310

  Welsh, A H ^a,c   Ronchetti, Elvezio ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Breakdown point; Diagnostics; Influence function; Iteratively reweighted least squares estimator; M estimator; Method of scoring estimator; Newton Raphson estimator; Outliers; Rejection method; S estimator

Indexed keywords

EID: 0037089981     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00228-2     Document Type: Article

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