Robust Regression Examples


References

  • Afifi, A. A. and Azen, S. P. (1972), Statistical Analysis: A Computer-Oriented Approach, New York: Academic Press.

  • Barnett, V. and Lewis, T. (1978), Outliers in Statistical Data, New York: John Wiley & Sons.

  • Barnett, V. and Lewis, T. (1994), Outliers in Statistical Data, 3rd Edition, New York: John Wiley & Sons.

  • Barreto, H. and Maharry, D. (2006), “Least Median of Squares and Regression through the Origin,” Computational Statistics and Data Analysis, 50, 1391–1397.

  • Brownlee, K. A. (1965), Statistical Theory and Methodology in Science and Engineering, New York: John Wiley & Sons.

  • Chen, C. (2002), “Robust Tools in SAS,” in R. Dutter, P. Filzmoser, U. Gather, and P. J. Rousseeuw, eds., Developments in Robust Statistics: International Conference on Robust Statistics, 125–133, Heidelberg: Springer-Verlag.

  • Ezekiel, M. and Fox, K. A. (1959), Methods of Correlation and Regression Analysis, New York: John Wiley & Sons.

  • Humphreys, R. M. (1978), “Studies of Luminous Stars in Nearby Galaxies, Part 1: Supergiants and O Stars in the Milky Way,” Astrophysical Journal Supplement Series, 38, 309–350.

  • Jerison, H. J. (1973), Evolution of the Brain and Intelligence, New York: Academic Press.

  • Osborne, M. R. (1985), Finite Algorithms in Optimization and Data Analysis, New York: John Wiley & Sons.

  • Prescott, P. (1975), “An Approximate Test for Outliers in Linear Models,” Technometrics, 17, 129–132.

  • Rousseeuw, P. J. (1984), “Least Median of Squares Regression,” Journal of the American Statistical Association, 79, 871–880.

  • Rousseeuw, P. J. (1985), “Multivariate Estimation with High Breakdown Point,” in W. Grossmann, G. Pflug, I. Vincze, and W. Wertz, eds., Mathematical Statistics and Applications, 283–297, Dordrecht, Netherlands: Reidel Publishing.

  • Rousseeuw, P. J. and Hubert, M. (1996), “Recent Development in PROGRESS,” Computational Statistics and Data Analysis, 21, 67–85.

  • Rousseeuw, P. J. and Leroy, A. M. (1987), Robust Regression and Outlier Detection, New York: John Wiley & Sons.

  • Rousseeuw, P. J. and Van Driessen, K. (1999), “A Fast Algorithm for the Minimum Covariance Determinant Estimator,” Technometrics, 41, 212–223.

  • Rousseeuw, P. J. and Van Driessen, K. (2000), “An Algorithm for Positive-Breakdown Regression Based on Concentration Steps,” in W. Gaul, O. Opitz, and M. Schader, eds., Data Analysis: Scientific Modeling and Practical Application, 335–346, New York: Springer-Verlag.

  • Rousseeuw, P. J. and Van Zomeren, B. C. (1990), “Unmasking Multivariate Outliers and Leverage Points,” Journal of the American Statistical Association, 85, 633–639.

  • Vansina, F. and De Greve, J. P. (1982), “Close Binary Systems Before and After Mass Transfer,” Astrophysics and Space Science, 87, 377–401.