CMregr - A Matlab software package for finding CM-estimates for regression

Journal of Statistical Software

Volumn 10, Issue , 2004, Pages 1-11

  Edlund, Ove ^a  

^a LULEÅ UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4544255172     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v010.i03     Document Type: Article

References (6)

1. Arslan, O., Edlund, O. & Ekblom, H. (2002), 'Algorithms to compute CM- and S-estimates for regression', Metrika 55, 37-51.
2. Edlund, O. (1997), 'Linear M-estimation with bounded variables', BIT 37(1), 13-23.
3. Edlund, O. & Ekblom, H. (2004), Computing the constrained M-estimates for regression. To appear in Comput. Stat. Data Anal.
4. Huber, P. (1981), Robust Statistics, John Wiley, New York.
5. Mendes, B. & Tyler, D. E. (1995), Constrained M-estimates for regression, in 'Robust Statistics; Data Analysis and Computer Intensive Methods', Vol. 109 of Lecture Notes in Statistics, Springer, New York, pp. 299-320.
6. Rousseeuw, P. J. & Yohai, V. J. (1984), Robust regression by means of S-estimators, in J. Frank, W. Härdle & R. D. Martin, eds, 'Robust and Nonlinear Time Series Analysis', Lecture Notes in Statistics, Springer, New York, pp. 256-272.