References
- Huber , P. J. 1981 . Robust Statistics , New York : Wiley .
- Birkes , D. and Dodge , Y. 1993 . Alternative Methods of Regression , New York : John Wiley and Sons .
- Smola , A. J. and Scholköpf , B. 1998 . A tutorial on support vector regression , UK : Royal Holloway College, University of London . Tech. Rep. NC-TR-98-030
- Dielman , T. E. 1986 . A comparison of forecasts from least absolute value and least squares regression . J. Forecast. , 5 : 189 – 195 .
- Cade , B. S. and Richards , J. D. 1996 . Permutations tests for least absolute deviation regression . Biometrics , 52 : 886 – 902 .
- Huber , P. J. 1964 . Robust estimation of a location parameter . Ann. Math. Stat. , 35 : 73 – 101 .
- Zhang , Z. 1997 . Parameter estimation techniques: a tutorial with application to conic fitting . Int. J. Image Vision Comput. , 15 : 59 – 76 .
- Bartolucci , F. and Scaccia , L. 2005 . The use of mixtures for dealing with non-normal regression errors . Comput. Stat. Data Anal. , 48 : 821 – 834 .
- Celeux , G. and Govaert , G. 1995 . Gaussian parsimonious clustering models . Pattern Recognit. , 28 : 781 – 793 .
- Fraley , C. and Raftery , A. E. 2002 . Model-based clustering, discriminant analysis and density estimation . J. Amer. Statist. Assoc. , 97 : 611 – 631 .
- Jamshidian , M. 2001 . A note on parameter and standard error estimation in adaptive robust regression . J. Statist. Comput. Simul. , 71 : 11 – 27 .
- Dempster , A. P. , Laird , N. M. and Rubin , D. B. 1977 . Maximum likelihood from incomplete data via the EM algorithm . J. R. Statist. Soc. B , 39 : 1 – 38 .
- McLachlan , G. J. and Krishnan , T. 1997 . The EM Algorithm and Extensions , New York : Wiley .
- Mineo , A. M. and Ruggieri , M. 2005 . A software tool for the exponential power distribution: the normalp package . J. Statist. Softw. , 12 : 1 – 24 .
- Fan , J. and Li , R. 2001 . Variable selection via nonconcave penalized likelihood and its oracle properties . J. Amer. Statist. Assoc. , 96 : 1348 – 1360 .
- Li , Y. 1993 . A globally convergent method for L p problems . SIAM J. Optim. , 3 : 609 – 629 .
- Brownlee , K. A. 1965 . Statistical Theory and Methodology in Science and Engineering , 2 , New York : Wiley .
- Tibshirani , R. J. 1996 . Regression shrinkage and selection via the LASSO . J. R. Statist. Soc. Ser. B , 58 : 267 – 288 .