Advanced search
Publication Cover
Journal of the American Statistical Association Volume 87, 1992 - Issue 418
Submit an article Journal homepage
86
Views
134
CrossRef citations to date
0
Altmetric
Theory and Methods

On One-Step GM Estimates and Stability of Inferences in Linear Regression

D. G. Simpson Department of Statistics and Institute for Environmental Studies, University of Illinois at Urbana-Champaign, Champaign, IL, 61820
,
D. Ruppert School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, 14853
&
R. J. Carroll Department of Statistics, Texas A&M University, College Station, TX, 77843
Pages 439-450 | Received 01 Jan 1990, Published online: 27 Feb 2012

Citations (134)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (44)

Rui Pan, Tunan Ren, Baishan Guo, Feng Li, Guodong Li & Hansheng Wang. (2022) A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating. Journal of Business & Economic Statistics 40:4, pages 1691-1700.
Read now
Beste Hamiye Beyaztas & Soutir Bandyopadhyay. (2022) Data driven robust estimation methods for fixed effects panel data models. Journal of Statistical Computation and Simulation 92:7, pages 1401-1425.
Read now
Chun Gun Park & Inyoung Kim. (2020) Robust difference-based outlier detection. Communications in Statistics - Theory and Methods 49:22, pages 5553-5577.
Read now
Yuliana Linke. (2019) Asymptotic properties of one-step M-estimators. Communications in Statistics - Theory and Methods 48:16, pages 4096-4118.
Read now
Chun Gun Park & Inyoung Kim. (2018) Outlier detection using difference-based variance estimators in multiple regression. Communications in Statistics - Theory and Methods 47:24, pages 5986-6001.
Read now
Mahdi Roozbeh & Nor Aishah Hamzah. (2017) Feasible robust estimator in restricted semiparametric regression models based on the LTS approach. Communications in Statistics - Simulation and Computation 46:9, pages 7332-7350.
Read now
Mahdi Roozbeh & Mohammad Arashi. (2017) Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models. Journal of Statistical Computation and Simulation 87:6, pages 1130-1147.
Read now
Ekele Alih & Hong Choon Ong. (2017) Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis. Communications in Statistics - Simulation and Computation 46:1, pages 244-260.
Read now
M. Roozbeh & S. Babaie-Kafaki. (2016) Extended least trimmed squares estimator in semiparametric regression models with correlated errors. Journal of Statistical Computation and Simulation 86:2, pages 357-372.
Read now
Gülesen Üstündaĝ Şiray. (2015) r-d Class Estimator Under Misspecification. Communications in Statistics - Theory and Methods 44:22, pages 4742-4756.
Read now
Linglong Kong & Douglas P. Wiens. (2015) Model-Robust Designs for Quantile Regression. Journal of the American Statistical Association 110:509, pages 233-245.
Read now
Cynthia Anderson & Randall E. Schumacker. (2003) A Comparison of Five Robust Regression Methods With Ordinary Least Squares Regression: Relative Efficiency, Bias, and Test of the Null Hypothesis. Understanding Statistics 2:2, pages 79-103.
Read now
Jeroen Hinloopen. (2003) Innovation performance across Europe. Economics of Innovation and New Technology 12:2, pages 145-161.
Read now
A. B. M. Rabiul Alam Beg, Mervyn Joseph Silvapulle & Paramsothy Silvapulle. (2002) Robust Tests Against Smooth Transition Autoregressive Models. Journal of Statistical Computation and Simulation 72:2, pages 167-178.
Read now
ThomasP. Hettmansperger, JosephW. McKean & SimonJ. Sheather. (2000) Robust Nonparametric Methods. Journal of the American Statistical Association 95:452, pages 1308-1312.
Read now
Assaid A. Christopher & Birch B. Jeffrey. (2000) Automatic bandwidth selection in robust nonparametric regression. Journal of Statistical Computation and Simulation 66:4, pages 259-272.
Read now
Jorge G. Adrover & Victor J. Yohai. (2000) Quantile estimation for a selected normal population. Communications in Statistics - Theory and Methods 29:2, pages 243-262.
Read now
PeterJ. Rousseeuw & Katrien Van Driessen. (1999) A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics 41:3, pages 212-223.
Read now
PeterJ. Rousseeuw, Stefan Van Aelst & Mia Hubert. (1999) Rejoinder. Journal of the American Statistical Association 94:446, pages 419-433.
Read now
JosephW. McKean & SimonJ. Sheather. (1999) Comment. Journal of the American Statistical Association 94:446, pages 411-415.
Read now
Dick Van Dijk, Philip Hans Franses & André Lucas. (1999) Testing for Smooth Transition Nonlinearity in the Presence of Outliers. Journal of Business & Economic Statistics 17:2, pages 217-235.
Read now
WilliamH. Chang, JosephW. McKean, JoshuaD. Naranjo & SimonJ. Sheather. (1999) High-Breakdown Rank Regression. Journal of the American Statistical Association 94:445, pages 205-219.
Read now
Nelida Ferretti, Diana Kelmansky, VictorJ. Yohai & RubenH. Zamar. (1999) A Class of Locally and Globally Robust Regression Estimates. Journal of the American Statistical Association 94:445, pages 174-188.
Read now
Joseph W. Mc Kean, Joshua D. Naranjo & Simon J. Sheather. (1999) Diagnostics for comparing robust and least squares fits. Journal of Nonparametric Statistics 11:1-3, pages 161-188.
Read now
DouglasG. Simpson, Xuming He & Yao-Tsorng Liu. (1998) Comment. Journal of the American Statistical Association 93:442, pages 544-548.
Read now
DeborahM. Osborne. (1997) Modern Regression Methods. Technometrics 39:4, pages 426-426.
Read now
Simon J. Sheather, Joseph W. McKean & Thomas P. Hettmansperger. (1997) Finite sample stability properties of the least median of squares estimator. Journal of Statistical Computation and Simulation 58:4, pages 371-383.
Read now
Ana F. Militino & M. Dolores Ugarfe. (1997) A gm estimation of the location parameters in a spatial linear model. Communications in Statistics - Theory and Methods 26:7, pages 1701-1725.
Read now
James R. Simpsona & Douglas C. Montgomery. (1996) A biased-robust regression technique for the combined outlier-multicollinearity problem. Journal of Statistical Computation and Simulation 56:1, pages 1-22.
Read now
Douglas G. Simpson, Raymond J. Carroll, Minge Xie & Daniel J. Guth. (1996) Weighted logistic regression and robust analysis of diverse toxicology data. Communications in Statistics - Theory and Methods 25:11, pages 2615-2632.
Read now
Joseph W. McKean, Joshua D. Naranjo & Simon J. Sheather. (1996) An efficient and high breakdown procedure for model criticism. Communications in Statistics - Theory and Methods 25:11, pages 2575-2595.
Read now
Mokhtar B. Abdullah. (1995) One-step GM-estimators for orthogonal refression. Journal of Statistical Computation and Simulation 52:4, pages 301-309.
Read now
Jana Jurečková & Marek Malý. (1995) The asymptotics for studentized K-Step M-Estimators of location. Sequential Analysis 14:3, pages 229-245.
Read now
Rand R. Wilcox. (1995) Some small-sample results on a bounded influence rank regression method. Communications in Statistics - Theory and Methods 24:4, pages 881-888.
Read now
JosephW. McKean, SimonJ. Sheather & ThomasP. Hettmansperger. (1994) Robust and High-Breakdown Fits of Polynomial Models. Technometrics 36:4, pages 409-415.
Read now
Stéphane Heritier & Elvezio Ronchetti. (1994) Robust Bounded-Influence Tests in General Parametric Models. Journal of the American Statistical Association 89:427, pages 897-904.
Read now
Elvezio Ronchetti & RobertG. Staudte. (1994) A Robust Version of Mallows's C P . Journal of the American Statistical Association 89:426, pages 550-559.
Read now
Marianthi Markatou & Xuming He. (1994) Bounded Influence and High Breakdown Point Testing Procedures in Linear Models. Journal of the American Statistical Association 89:426, pages 543-549.
Read now
Joshua Naranjo, Joseph W. Mckean, Simon J. Sheather & Thomas P. Hettmansperger. (1994) The use and interpretation of rank-based residuals. Journal of Nonparametric Statistics 3:3-4, pages 323-341.
Read now
AliS. Hadi & JeffreyS. Simonoff. (1993) Procedures for the Identification of Multiple Outliers in Linear Models. Journal of the American Statistical Association 88:424, pages 1264-1272.
Read now
JosephW. McKean, SimonJ. Sheather & ThomasP. Hettmansperger. (1993) The Use and Interpretation of Residuals Based on Robust Estimation. Journal of the American Statistical Association 88:424, pages 1254-1263.
Read now
ClintW. Coakley & ThomasP. Hettmansperger. (1993) A Bounded Influence, High Breakdown, Efficient Regression Estimator. Journal of the American Statistical Association 88:423, pages 872-880.
Read now
DouglasM. Hawkins. (1993) The Accuracy of Elemental Set Approximations for Regression. Journal of the American Statistical Association 88:422, pages 580-589.
Read now
ArnoldJ. Stromberg & David Ruppert. (1992) Breakdown in Nonlinear Regression. Journal of the American Statistical Association 87:420, pages 991-997.
Read now

Articles from other publishers (90)

Melike Işılar & Y. Murat Bulut. (2023) Robust Liu‐type estimator based on GM estimator. Statistica Neerlandica 78:1, pages 167-190.
Crossref
Jens Klooster & Mikhail Zhelonkin. (2023) Outlier robust inference in the instrumental variable model with applications to causal effects. Journal of Applied Econometrics 39:1, pages 86-106.
Crossref
Kris De Brabanter & Jos De Brabanter. (2021) Robustness by Reweighting for Kernel Estimators: An Overview. Statistical Science 36:4.
Crossref
Liya Fu, Zhuoran Yang, Yan Zhou & You-Gan Wang. (2021) An efficient Gehan-type estimation for the accelerated failure time model with clustered and censored data. Lifetime Data Analysis 27:4, pages 679-709.
Crossref
Fatma Zehra Doğru & Olcay Arslan. (2019) Robust mixture regression modeling based on the generalized M (GM)-estimation method. Communications in Statistics - Simulation and Computation 50:9, pages 2643-2665.
Crossref
Melike IŞILAR & Y. Murat BULUT. (2021) Farklı Yanlılık Parametreleri İçin Ridge GM Tahmin Edicilerinin Performanslarının KarşılaştırılmasıComparison of the Performances of Ridge GM Estimators for Different Biased Parameters. Bilecik Şeyh Edebali Üniversitesi Fen Bilimleri Dergisi 8:1, pages 203-216.
Crossref
Po-Ling Loh. (2021) Scale calibration for high-dimensional robust regression. Electronic Journal of Statistics 15:2.
Crossref
Mahdi Roozbeh, Nor Aishah Hamzah & Nur Anisah Mohamed. 2020. Computational and Methodological Statistics and Biostatistics. Computational and Methodological Statistics and Biostatistics 269 290 .
C M Gienger, Ned A Dochtermann & C Richard Tracy. (2019) Detecting trends in body size: empirical and statistical requirements for intraspecific analyses. Current Zoology 65:5, pages 493-497.
Crossref
Orkun COŞKUNTUNCEL. (2018) Bounded-Influence Regression Estimation for Mixture Experiments. Mersin Üniversitesi Eğitim Fakültesi Dergisi, pages 1020-1037.
Crossref
. 2018. Robust Statistics. Robust Statistics 407 422 .
Itai Dattner & Shota Gugushvili. (2018) Application of one‐step method to parameter estimation in ODE models. Statistica Neerlandica 72:2, pages 126-156.
Crossref
Mia Hubert, Michiel Debruyne & Peter J. Rousseeuw. (2017) Minimum covariance determinant and extensions. WIREs Computational Statistics 10:3.
Crossref
Yu. Yu. Linke. (2018) Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression. Theory of Probability & Its Applications 62:3, pages 373-398.
Crossref
P. Čížek & W. Härdle. 2018. The New Palgrave Dictionary of Economics. The New Palgrave Dictionary of Economics 11781 11791 .
Yuliana Yu. Linke. (2017) Asymptotic normality of one-step -estimators based on non-identically distributed observations . Statistics & Probability Letters 129, pages 216-221.
Crossref
Po-Ling Loh. (2017) Statistical consistency and asymptotic normality for high-dimensional robust $M$-estimators. The Annals of Statistics 45:2.
Crossref
Yuliana Yurievna Linke. (2017) Асимптотические свойства одношаговых взвешенных $M$-оценок с приложениями к задачам регрессииAsymptotic properties of one-step weighted $M$-estimators with application to some regression problems.. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 62:3, pages 468-498.
Crossref
Yu.Yu. Linke & I.S. Borisov. (2017) Constructing initial estimators in one-step estimation procedures of nonlinear regression. Statistics & Probability Letters 120, pages 87-94.
Crossref
. 2017. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 741 777 .
Søren Johansen & Bent Nielsen. (2016) Analysis of the Forward Search using some new results for martingales and empirical processes. Bernoulli 22:2.
Crossref
Mahdi Roozbeh. (2016) Robust ridge estimator in restricted semiparametric regression models. Journal of Multivariate Analysis 147, pages 127-144.
Crossref
Murray Jorgensen. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Mia Hubert, Peter J. Rousseeuw & Stefan Aelst. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Peter J. Rousseeuw. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
C. Chatzinakos & G. Zioutas. (2014) Least trimmed euclidean deviations for robust leverage in regression estimates. Simulation Modelling Practice and Theory 47, pages 110-120.
Crossref
David M. Mount, Nathan S. Netanyahu, Christine D. Piatko, Ruth Silverman & Angela Y. Wu. (2012) On the Least Trimmed Squares Estimator. Algorithmica 69:1, pages 148-183.
Crossref
David E. Lawrence, Jeffrey B. Birch & Yajuan Chen. (2013) Cluster‐Based Bounded Influence Regression. Quality and Reliability Engineering International 30:1, pages 97-109.
Crossref
Serif Hekimoğlu & R. Cuneyt Erenoglu. (2013) A new GM-estimate with high breakdown point. Acta Geodaetica et Geophysica 48:4, pages 419-437.
Crossref
Pavel Čížek. (2013) Reweighted least trimmed squares: an alternative to one-step estimators. TEST 22:3, pages 514-533.
Crossref
Yu-Wen Wen, Yi-Wen Tsai, David Bin-Chia Wu & Pei-Fen Chen. (2013) The Impact of Outliers on Net-Benefit Regression Model in Cost-Effectiveness Analysis. PLoS ONE 8:6, pages e65930.
Crossref
Wilhelm Caspary. 2013. Fehlertolerante Auswertung von Messdaten. Fehlertolerante Auswertung von Messdaten 277 300 .
R. Ricci, S. Chatterton & P. Pennacchi. (2013) Robust estimation of excitation in mechanical systems under model uncertainties. Journal of Sound and Vibration 332:2, pages 264-281.
Crossref
M. Aquaro & P. Čížek. (2013) One-step robust estimation of fixed-effects panel data models. Computational Statistics & Data Analysis 57:1, pages 536-548.
Crossref
Murray Jorgensen. 2001. Encyclopedia of Environmetrics. Encyclopedia of Environmetrics.
Pavel Čížek. (2012) Semiparametric robust estimation of truncated and censored regression models. Journal of Econometrics 168:2, pages 347-366.
Crossref
Huybrechts F. Bindele & Asheber Abebe. (2012) Bounded influence nonlinear signed‐rank regression. Canadian Journal of Statistics 40:1, pages 172-189.
Crossref
Min Tsao & Xiao Ling. (2012) Subsampling Method for Robust Estimation of Regression Models. Open Journal of Statistics 02:03, pages 281-296.
Crossref
. 2012. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 631 685 .
Marek Omelka & Matías Salibián-Barrera. (2008) Uniform asymptotics for S- and MM-regression estimators. Annals of the Institute of Statistical Mathematics 62:5, pages 897-927.
Crossref
Michiel Debruyne, Andreas Christmann, Mia Hubert & Johan A.K. Suykens. (2010) Robustness of reweighted Least Squares Kernel Based Regression. Journal of Multivariate Analysis 101:2, pages 447-463.
Crossref
Mia Hubert & Michiel Debruyne. (2009) Minimum covariance determinant. WIREs Computational Statistics 2:1, pages 36-43.
Crossref
Stefan Van Aelst & Peter Rousseeuw. (2009) Minimum volume ellipsoid. WIREs Computational Statistics 1:1, pages 71-82.
Crossref
M. Hubert. 2009. Comprehensive Chemometrics. Comprehensive Chemometrics 315 343 .
THOMAS P. RYAN. 2008. Modern Regression Methods. Modern Regression Methods 577 607 .
THOMAS P. RYAN. 2008. Modern Regression Methods. Modern Regression Methods 421 465 .
P. Čížek & W. Härdle. 2016. The New Palgrave Dictionary of Economics. The New Palgrave Dictionary of Economics 1 11 .
Maria Caterina Bramati & Christophe Croux. (2007) Robust estimators for the fixed effects panel data model. The Econometrics Journal 10:3, pages 521-540.
Crossref
ANA BIANCO, GRACIELA BOENTE & ELENA MARTÍNEZ. (2006) Robust Tests in Semiparametric Partly Linear Models. Scandinavian Journal of Statistics 33:3, pages 435-450.
Crossref
Mia Hubert. 2006. Practical Guide To Chemometrics, Second Edition. Practical Guide To Chemometrics, Second Edition 167 216 .
Rien J. L. M. Wagenvoort & Paul H. Schure. (2006) A Recursive Thick Frontier Approach to Estimating Production Efficiency*. Oxford Bulletin of Economics and Statistics 68:2, pages 183-201.
Crossref
PETER J. ROUSSEEUW & KATRIEN VAN DRIESSEN. (2006) Computing LTS Regression for Large Data Sets. Data Mining and Knowledge Discovery 12:1, pages 29-45.
Crossref
Peter J. Rousseeuw. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Georgios Zioutas & Antonios Avramidis. (2005) Deleting Outliers in Robust Regression with Mixed Integer Programming. Acta Mathematicae Applicatae Sinica, English Series 21:2, pages 323-334.
Crossref
Nethal K. Jajo. (2005) A Review of Robust Regression and Diagnostic Procedures in Linear Regression. Acta Mathematicae Applicatae Sinica, English Series 21:2, pages 209-224.
Crossref
Douglas P. Wiens. (2005) Robustness in spatial studies I: minimax prediction. Environmetrics 16:2, pages 191-203.
Crossref
Joseph W. McKean. (2004) Robust Analysis of Linear Models. Statistical Science 19:4.
Crossref
Mia Hubert, Peter J. Rousseeuw & Stefan Van Aelst. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
StÉPhane Heritier & Elvezio Ronchetti. (2008) Robust binary regression with continuous outcomes. Canadian Journal of Statistics 32:3, pages 239-249.
Crossref
Peter J. Rousseeuw. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Jorge Adrover & Ruben H. Zamar. (2004) Bias robustness of three median-based regression estimates. Journal of Statistical Planning and Inference 122:1-2, pages 203-227.
Crossref
Tatiyana V. Apanasovich, Simon Sheather, Joanne R. Lupton, Natasa Popovic, Nancy D. Turner, Robert S. Chapkin, Leslie A. Braby & Raymond J. Carroll. (2003) Testing for Spatial Correlation in Nonstationary Binary Data, with Application to Aberrant Crypt Foci in Colon Carcinogenesis. Biometrics 59:4, pages 752-761.
Crossref
Ana F. Militino, M. Blanca Palacios & M. Dolores Ugarte. (2003) Robust trend parameters in a multivariate spatial linear model. Test 12:2, pages 445-457.
Crossref
Christophe Croux, Stefan Van Aelst & Catherine Dehon. (2003) Bounded influence regression using high breakdown scatter matrices. Annals of the Institute of Statistical Mathematics 55:2, pages 265-285.
Crossref
George A. F. Seber & Alan J. Lee. 2003. Linear Regression Analysis. Linear Regression Analysis 531 548 .
Daniel Gervini. (2003) A robust and efficient adaptive reweighted estimator of multivariate location and scatter. Journal of Multivariate Analysis 84:1, pages 116-144.
Crossref
O. Arslan, O. Edlund & H. Ekblom. 2003. Developments in Robust Statistics. Developments in Robust Statistics 62 76 .
Christophe Croux & Catherine Dehon. (2008) Robust linear discriminant analysis using S‐estimators. Canadian Journal of Statistics 29:3, pages 473-493.
Crossref
A. F. Militino, M. B. Palacios & M. D. Ugarte. 2001. geoENV III — Geostatistics for Environmental Applications. geoENV III — Geostatistics for Environmental Applications 79 90 .
Dick Van Dijk, Philip Hans Franses & André Lucas. (1999) Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics 14:5, pages 539-562.
Crossref
Şerif Hekimoğlu. (1999) Robustifying Conventional Outlier Detection Procedures. Journal of Surveying Engineering 125:2, pages 69-86.
Crossref
Norman R. Draper & Harry SmithNorman R. Draper & Harry Smith. 1998. Applied Regression Analysis. Applied Regression Analysis 567 584 .
Norman R. Draper & Harry Smith. 1998. Applied Regression Analysis. Applied Regression Analysis 593 603 .
Claudio Agostinelli & Marianthi Markatou. (1998) A one-step robust estimator for regression based on the weighted likelihood reweighting scheme. Statistics & Probability Letters 37:4, pages 341-350.
Crossref
Ali S. Hadi & Alberto Luceño. (1997) Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms. Computational Statistics & Data Analysis 25:3, pages 251-272.
Crossref
Thomas P. Hettmansperger, Joseph W. McKean & Simon J. Sheather. 1997. Robust Inference. Robust Inference 145 173 .
Peter J. Rousseeuw. 1997. Robust Inference. Robust Inference 101 121 .
M. Markatou & E. Ronchetti. 1997. Robust Inference. Robust Inference 49 75 .
Ana F. Militino & M. Dolores Ugarte. 1997. Modelling Longitudinal and Spatially Correlated Data. Modelling Longitudinal and Spatially Correlated Data 211 220 .
D. G. Simpson. 1997. Breakthroughs in Statistics. Breakthroughs in Statistics 433 461 .
A.H. Welsh. 1996. Aspects of Statistical Inference. Aspects of Statistical Inference 409 427 .
Christine H. Müller. (1995) Breakdown points for designed experiments. Journal of Statistical Planning and Inference 45:3, pages 413-427.
Crossref
Peter P. Mager. (2005) Diagnostics statistics in QSAR. Journal of Chemometrics 9:3, pages 211-221.
Crossref
André Lucas. (2009) Unit Root Tests Based on M Estimators. Econometric Theory 11:2, pages 331-346.
Crossref
Douglas Wiens & Julie Zhou. (2008) Bounded‐influence rank estimation in the linear model. Canadian Journal of Statistics 22:2, pages 233-245.
Crossref
J. D. Naranjo & T. P. Hettmansperger. (1994) Bounded Influence Rank Regression. Journal of the Royal Statistical Society Series B: Statistical Methodology 56:1, pages 209-220.
Crossref
Christophe Croux & Peter J. Rousseeuw. 1994. Compstat. Compstat 245 250 .
Arnold J. Stromberg. (1993) Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression. SIAM Journal on Scientific Computing 14:6, pages 1289-1299.
Crossref
R. J. Carroll & Shane Pederson. (1993) On Robustness in the Logistic Regression Model. Journal of the Royal Statistical Society Series B: Statistical Methodology 55:3, pages 693-706.
Crossref
Xuming He. (1991) A local breakdown property of robust tests in linear regression. Journal of Multivariate Analysis 38:2, pages 294-305.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.