64
Views
52
CrossRef citations to date
0
Altmetric
Theory and Method

A Simple Method for Robust Regression

&
Pages 113-119 | Received 01 May 1973, Published online: 05 Apr 2012

References

  • Bickel , P. J. 1973 . “On Some Analogues to Linear Combinations of Order Statistics in the Linear Model” . Annals of Statistics , 1 July : 597 – 616 .
  • Black , F. , Jensen , M. C. and Scholes , M. 1972 . “The Capital Asset Pricing Model: Some Empirical Tests” . In Studies in the Theory of Capital Markets , Edited by: Jensen , M. C. New York : Praeger Publishers .
  • Blattberg , R. and Sargent , T. 1971 . “Regression with Non-Gaussian Stable Disturbances: Some Sampling Results” . Econometrica , 39 May : 501 – 10 .
  • DuMouchel , W. H. 1971 . “Stable Distributions in Statistical Inference” , Ph.D. dissertation Ann Arbor , Mich. : Yale University Microfilms .
  • Fama , E. F. and Roll , R. 1968 . “Some Properties of Symmetric Stable Distribution” . Journal of the American Statistical Association , 63 September : 817 – 36 .
  • Fama , E. F. and Roll , R. 1971 . “Parametric Estimates for Symmetric Stable Distribution” . Journal of the American Statistical Association , 66 June : 331 – 38 .
  • Huber , P. J. 1973 . “Robust Regression: Asymptotics, Conjectures and Monte Carlo” . Annals of Statistics , 1 September : 799 – 821 .
  • Hardy , G. H. , Littlewood , J. E. and Polya , G. 1952 . Inequalities , Cambridge , , England : Cambridge University Press .
  • Jensen , M. C. 1972 . “Capital Markets: Theory and Evidence” . Bell Journal of Economics and Management Science , 3 Autumn : 357 – 98 .
  • Levy , H. and Sarnat , M. 1972 . Investment and Portfolio Analysis , New York : John Wiley & Sons, Inc. .
  • Kronmal , R. 1964 . “Evaluation of a Pseudorandom Normal Number Generator” . Journal of the Association for Computing Machines , 11 : 357 – 63 .
  • Mandelbrot , B. 1963 . “The Variation of Certain Speculative Prices” . Journal of Business , 36 October : 394 – 419 .
  • Rao , C. R. 1967 . Linear Statistical Inference and Its Applications , New York : John Wiley & Sons, Inc. .
  • Sen , P. K. 1968 . “Asymptotic Normality of Sample Quantiles for m-dependent Processes” . Annals of Mathematical Statistics , 39 October : 1724 – 30 .
  • Talwar , P. 1974 . “Robust Estimation of Regression Parameters” , Ph.D. dissertation Pittsburgh , Penn. : Carnegie-Mellon University .

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:

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:

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.