Singularity and outliers in linear regression with application to least squares, least absolute deviation, and least median of squares linear regression

Metron

Volumn 58, Issue 1-2, 2000, Pages 121-129

  Ellis, Steven P ^a  

^a NEW YORK STATE PSYCHIATRIC INSTITUTE   (United States)

Author keywords

Collinearity; Sensitivity; Stability

Indexed keywords

EID: 84867575968     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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11. Rousseeuw, P. J. (1984) Least median of squares regression, Journal of the Amer. Statistical Association, 79, 871-880.
12. Rousseeuw, P. J. (1994) Unconventional features of positive-breakdown estimators, Statistics & Probability Letters, 19, 417-431.
13. Simmons, G. F. (1963) Introduction to Topology and Modern Analysis, New York: Mc Graw-Hill.