References
- Behrens , J. 1991 . Robuste Ordnungswahl für autoregressive Prozesse , PhD thesis University of Kaiserslautern .
- Coakley , C. W. and Hettmansperger , T. P. 1993 . “A Bounded Influence, High Breakdown, Efficient Regression Estimator,” . Journal of the American Statistical Association , 88 : 872 – 880 .
- Hampel , F. R. “Some Aspects of Model Choice in Robust Statistics,” . Proceedings of the 44th Session of the ISI . pp. 767 – 771 . Madrid, Book 2
- Hampel , F. R. 1991 . “Some Mixed Questions and Comments on Robustness,” . In Directions in Robust Statistics and Diagnostics, IMA Volumes in Mathematics and Its Applications , Edited by: Stahel , W. and Weisberg , S. Vol. 33 , 101 – 111 . New York : Springer .
- Hampel , F. R. , Ronchetti , E. M. , Rousseeuw , P. J. and Stahel , W. A. 1986 . Robust Statistics: The Approach Based on Influence Functions , New York : John Wiley .
- Huber , P. J. “The Behavior of Maximum Likelihood Estimates Under Non-standard Conditions,” . Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability . pp. 221 – 233 .
- Hurvich , C. M. and Tsai , C. L. 1990 . “Model Selection for Least Absolute Deviations Regressions in Small Samples,” . Statistics and Probability Letters , 9 : 259 – 265 .
- Machado , J. A. F. 1993 . “Robust Model Selection and M-estimation,” . Econometric Theory , 9 : 478 – 493 .
- Mallows , C. L. 1973 . “Some Comments on CP,” . Technometrics , 15 : 661 – 675 .
- Martin , R. D. 1980 . “Robust Estimation of Autoregressive Models,” . In Directions in Time Series , Edited by: Brillinger , D. R. and Tiao , G. C. 228 – 262 . Hayward , CA : Institute of Mathematical Statistics .
- Montgomery , D. C. and Peck , E. A. 1982 . Introduction to Linear Regression Analysis , New York : John Wiley .
- Ronchetti , E. 1982 . Robust Testing in Linear Models: The Infinitesimal Approach , Ph.D. thesis ETH Zürich .
- Ronchetti , E. 1985 . “Robust Model Selection in Regression,” . Statistics and Probability Letters , 3 : 21 – 23 .
- Simpson , D. G. , Ruppert , D. and Carroll , R. J. 1992 . “One-Step GM Estimates and Stability of Inferences in Linear Regression,” . Journal of the American Statistical Association , 87 : 439 – 450 .
- Staudte , R. G. and Sheather , S. J. 1990 . Robust Estimation and Testing , New York : John Wiley .
- Weisberg , S. 1985 . Applied Linear Regression, , 2nd ed. , New York : John Wiley .