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Volumn 27, Issue 4, 1998, Pages 1031-1049

A performance-based assessment of robust regression methods

Author keywords

Bounded influence; Breakdown; Efficiency; Estimates of leverage; Iteratively reweighted least squares; Monte Carlo simulation; Outliers; Robust regression estimation

Indexed keywords


EID: 0348228251     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919808813524     Document Type: Article
Times cited : (16)

References (12)
  • 5
    • 0001033261 scopus 로고
    • Robust Regression: Asymptotics, Conjectures, and Monte Carlo
    • Huber, P. J. (1973). "Robust Regression: Asymptotics, Conjectures, and Monte Carlo," The Annals of Statistics, 1, 799-821.
    • (1973) The Annals of Statistics , vol.1 , pp. 799-821
    • Huber, P.J.1
  • 6
    • 0004853532 scopus 로고
    • Estimation in Linear Regression Models with Disparate Data Points
    • Krasker, W. S. (1980). "Estimation in Linear Regression Models with Disparate Data Points," Econometrica, 48, 1333-1346.
    • (1980) Econometrica , vol.48 , pp. 1333-1346
    • Krasker, W.S.1
  • 7
    • 0004263316 scopus 로고
    • unpublished memorandum, Bell Telephone Laboratories: Murrray Hill, NJ
    • Mallows, C. L. (1975). "On Some Topics in Robustness," unpublished memorandum, Bell Telephone Laboratories: Murrray Hill, NJ.
    • (1975) On Some Topics in Robustness
    • Mallows, C.L.1
  • 9
    • 0001512292 scopus 로고
    • Robust Regression by Means of S-Estimators
    • eds. J. Franke, W. Hardle, and D. Martin, Springer-Verlag: Heidelberg, Germany
    • Rousseeuw, P. J, and Yohai, V. J. (1984). "Robust Regression by Means of S-Estimators," Robust and Nonlinear Time Series Analysis, eds. J. Franke, W. Hardle, and D. Martin, Springer-Verlag: Heidelberg, Germany, 256-272.
    • (1984) Robust and Nonlinear Time Series Analysis , pp. 256-272
    • Rousseeuw, P.J.1    Yohai, V.J.2
  • 10
    • 0002564033 scopus 로고
    • Multivariate Estimation with High Breakdown Point
    • eds. W. Grossmann, G. Pflug, I. Vincze, and W. Wertz, Reidel: Dordrecht, The Netherlands
    • Rousseeuw, P. J. (1983). "Multivariate Estimation with High Breakdown Point," Mathematical Statistics and Applications, Vol. B, eds. W. Grossmann, G. Pflug, I. Vincze, and W. Wertz, Reidel: Dordrecht, The Netherlands, 283-297.
    • (1983) Mathematical Statistics and Applications , vol.B , pp. 283-297
    • Rousseeuw, P.J.1
  • 12
    • 0001742386 scopus 로고
    • High Breakdown-Point and High Efficiency Robust Estimates for Regression
    • Yohai, V. J. (1987). "High Breakdown-Point and High Efficiency Robust Estimates for Regression," The Annals of Statistics, 15, 642-656.
    • (1987) The Annals of Statistics , vol.15 , pp. 642-656
    • Yohai, V.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.