A bounded influence regression estimator based on the statistics of the hat matrix

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 52, Issue 3, 2003, Pages 307-322

  Chave, Alan D ^a   Thomson, David J ^b  

^a WOODS HOLE OCEANOGRAPHIC INSTITUTION   (United States)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

Bounded influence estimator; Hat matrix; Projection matrix; Robust regression; Time series analysis; Transfer function estimation

Indexed keywords

EID: 0037703756     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00406     Document Type: Article

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