메뉴 건너뛰기




Volumn 6, Issue 9, 1977, Pages 813-827

Robust regression using iteratively reweighted least-squares

Author keywords

constants; one step estimates; ROSEPACK: robust weight functions: tuning; SLASH distribution; small sample variances

Indexed keywords


EID: 84946263679     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610927708827533     Document Type: Article
Times cited : (1588)

References (21)
  • 2
    • 0016128052 scopus 로고
    • A robust method for multiple linear regression
    • Andrews, D.F. (1974). A robust method for multiple linear regression. Technometrics 16, 523–31.
    • (1974) Technometrics , vol.16 , pp. 523-531
    • Andrews, D.F.1
  • 3
    • 0000308721 scopus 로고
    • A comparison of two algorithms for absolute deviation curve fitting
    • Armstrong, R.D. & Frome, E.L. (1976). A comparison of two algorithms for absolute deviation curve fitting. J. Amer. Statist. Assoc. 71, 328–30.
    • (1976) J. Amer. Statist. Assoc. , vol.71 , pp. 328-330
    • Armstrong, R.D.1    Frome, E.L.2
  • 4
    • 0000369555 scopus 로고
    • An improved algorithm for discrete L1 approximation
    • Barrodale, I. & Roberts, F.D.K. (1973). An improved algorithm for discrete L1 approximation. SIAM J. Numer. Anal. 10, 839–48.
    • (1973) SIAM J. Numer. Anal. , vol.10 , pp. 839-848
    • Barrodale, I.1    Roberts, F.D.K.2
  • 6
    • 0016061478 scopus 로고
    • The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data
    • Beaton, A.E. & Tukey, J.W. (1974). The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data. Technometrics 16, 147–85.
    • (1974) Technometrics , vol.16 , pp. 147-185
    • Beaton, A.E.1    Tukey, J.W.2
  • 7
    • 0006325557 scopus 로고
    • One-step Huber estimates in the linear model
    • Bickel, P.J. (1975). One-step Huber estimates in the linear model. J. Amer. Statist. Assoc. 70, 428–34.
    • (1975) J. Amer. Statist. Assoc. , vol.70 , pp. 428-434
    • Bickel, P.J.1
  • 8
    • 0002133288 scopus 로고
    • Robust estimation of a location parameter in the presence of asymmetry
    • Collins, J.R. (1976). Robust estimation of a location parameter in the presence of asymmetry. Ann. Statis. 4, 68–85.
    • (1976) Ann. Statis. , vol.4 , pp. 68-85
    • Collins, J.R.1
  • 9
    • 0012743203 scopus 로고
    • Techniques for nonlinear least squares and robust regression
    • Washington, D.C.: American Statistical Association
    • Dennis, J.E. & Welsch, R.E. (1976). Techniques for nonlinear least squares and robust regression. 1976 Proc. Amer. Statist. Assoc. Statist. Comp. Section. Washington, D.C.: American Statistical Association. 83–87.
    • (1976) 1976 Proc. Amer. Statist. Assoc. Statist. Comp. Section. , pp. 83-87
    • Dennis, J.E.1    Welsch, R.E.2
  • 10
    • 0742271910 scopus 로고
    • On the robust estimation of econometric models
    • Fair, R.C. (1974). On the robust estimation of econometric models. Ann. Econ. Social Measurement 3, 667–78.
    • (1974) Ann. Econ. Social Measurement , vol.3 , pp. 667-678
    • Fair, R.C.1
  • 13
  • 14
    • 84950678313 scopus 로고
    • Monte Carlo for robust regression: the swindle unmasked
    • WP 10, National Bureau of Economic Research, Cambridge, Massachusetts
    • Holland, P.W. (1973). Monte Carlo for robust regression: the swindle unmasked. WP 10, Computer Research Center for Economics and Management Science, National Bureau of Economic Research, Cambridge, Massachusetts.
    • (1973) Computer Research Center for Economics and Management Science
    • Holland, P.W.1
  • 15
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • Huber, P.J. (1964). Robust estimation of a location parameter. Ann. Math. Statist. 35, 73–101.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 16
    • 0001033261 scopus 로고
    • Robust regression: asymptotics, conjectures, and Monte Carlo
    • Huber, P.J. (1973). Robust regression: asymptotics, conjectures, and Monte Carlo. Ann. Statist. 1, 799–821.
    • (1973) Ann. Statist. , vol.1 , pp. 799-821
    • Huber, P.J.1
  • 20
    • 84946247383 scopus 로고
    • Robust data analysis based on characteristic functions I: Univariate data and linear models
    • Research Report No. 37-76-P5. Troy, New York
    • Schumaker, A.D. & Paulson, A.S., (1976), Robust data analysis based on characteristic functions I: Univariate data and linear models. Research Report No. 37-76-P5. School of Management, Rensselaer Polytechnic Institute, Troy, New York.
    • (1976) School of Management, Rensselaer Polytechnic Institute
    • Schumaker, A.D.1    Paulson, A.S.2
  • 21
    • 84946282168 scopus 로고
    • Confidence regions for robust regression
    • Washington, D.C.: American Statistical Association
    • Welsch, R.E. (1975). Confidence regions for robust regression. 1975 Proc. Amer. Statist. Assoc. Statist. Comp. Section. Washington, D.C.: American Statistical Association. 36–42.
    • (1975) 1975 Proc. Amer. Statist. Assoc. Statist. Comp. Section. , pp. 36-42
    • Welsch, R.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.