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Journal of the American Statistical Association Volume 94, 1999 - Issue 445
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Theory and Method

A Class of Locally and Globally Robust Regression Estimates

Nelida Ferretti Department of Mathematics, National University of La Plata, Buenos Aires, Argentina
,
Diana Kelmansky Institute of Calculus, University of Buenos Aires, Argentina, 1428
,
Victor J. Yohai Department of Mathematics, University of Buenos Aires, Argentina, 1428
&
Ruben H. Zamar Department of Statistics, University of British Columbia, Vancouver, BC, Canada, V6T 17L
Pages 174-188 | Received 01 Jul 1996, Published online: 17 Feb 2012

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Andrews T. Anum & Michael Pokojovy. (2023) A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation. Communications in Statistics - Theory and Methods 0:0, pages 1-24.
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Pedro Macedo, Manuel Scotto & Elvira Silva. (2016) Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators. Communications in Statistics - Simulation and Computation 45:3, pages 1143-1157.
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Robert Serfling. (2002) Efficient and Robust Fitting of Lognormal Distributions. North American Actuarial Journal 6:4, pages 95-109.
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Rand R. Wilcox. 2022. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 577 651 .
. 2017. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 741 777 .
Rand Wilcox. 2017. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 517 583 .
Mia Hubert, Peter J. Rousseeuw & Stefan Aelst. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Wilhelm Caspary. 2013. Fehlertolerante Auswertung von Messdaten. Fehlertolerante Auswertung von Messdaten 277 300 .
. 2012. Introduction to Robust Estimation and Hypothesis Testing. Introduction to Robust Estimation and Hypothesis Testing 631 685 .
Mia Hubert, Peter J. Rousseeuw & Stefan Van Aelst. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
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.
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. 2003. Applying Contemporary Statistical Techniques. Applying Contemporary Statistical Techniques R-1 R-12 .
Christian Janssen, Bo Söderberg & Julie Zhou. (2001) Robust estimation of hedonic models of price and income for investment property. Journal of Property Investment & Finance 19:4, pages 342-360.
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