Akaike, H. (1974), “A New Look at the Statistical Model Identification,”

*IEEE Transactions on Automatic Control*, 19, 716–723.Brownlee, K. A. (1965),

*Statistical Theory and Methodology in Science and Engineering*, Second Edition, New York: John Wiley & Sons.Chen, C. (2002), "Robust Regression and Outlier Detection with the ROBUSTREG Procedure,"

*Proceedings of the Twenty-seventh Annual SAS Users Group International Conference*, Cary, NC: SAS Institute Inc.Chen, C. and Yin, G. (2002), "Computing the Efficiency and Tuning Constants for M-Estimation,"

*Proceedings of the 2002 Joint Statistical Meetings*, 478–482.Coleman, D., Holland, P., Kaden, N., Klema, V., and Peters, S. C. (1980), "A System of Subroutines for Iteratively Reweighted Least Squares Computations,"

*ACM Transactions on Mathematical Software*, 6, 327–336.De Long, J. B. and Summers, L. H. (1991), "Equipment Investment and Economic Growth,"

*Quarterly Journal of Economics*, 106, 445–501.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 & Sons.Hawkins, D. M., Bradu, D., and Kass, G. V. (1984), “Location of Several Outliers in Multiple Regression Data Using Elemental Sets,”

*Technometrics*, 26, 197–208.Holland, P. and Welsch, R. (1977), "Robust Regression Using Interactively Reweighted Least-Squares,"

*Communications in Statistics—Theory and Methods*, 6, 813–827.Huber, P. J. (1973), “Robust Regression: Asymptotics, Conjectures and Monte Carlo,”

*Annals of Statistics*, 1, 799–821.Huber, P. J. (1981),

*Robust Statistics*, New York: John Wiley & Sons.Marazzi, A. (1993),

*Algorithm, Routines, and S Functions for Robust Statistics*, Pacific Grove, CA: Wadsworth & Brooks/Cole.Ronchetti, E. (1985), "Robust Model Selection in Regression,"

*Statistics and Probability Letters*, 3, 21–23.Rousseeuw, P. J. (1984), "Least Median of Squares Regression,"

*Journal of the American Statistical Association*, 79, 871–880.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,"

*Data Analysis: Scientific Modeling and Practical Application*, ed. W. Gaul, O. Opitz, and M. Schader, New York: Springer-Verlag, 335–346.Rousseeuw, P. J. and Yohai, V. (1984), "Robust Regression by Means of S Estimators," in

*Robust and Nonlinear Time Series Analysis*, ed. J. Franke, W. Härdle, and R. D. Martin, Lecture Notes in Statistics, 26, New York: Springer-Verlag, 256–274.Ruppert, D. (1992), “Computing S Estimators for Regression and Multivariate Location/Dispersion,”

*Journal of Computational and Graphical Statistics*, 1, 253–270.The Data and Story Library (2005), "Home Prices," Department of Statistics, Carnegie Mellon University, last accessed August 4, 2009. http://lib.stat.cmu.edu/DASL/Datafiles/homedat.html.

Yohai V. J. (1987), "High Breakdown Point and High Efficiency Robust Estimates for Regression,"

*Annals of Statistics*, 15, 642–656.Yohai V. J., Stahel, W. A. and Zamar, R. H. (1991), "A Procedure for Robust Estimation and Inference in Linear Regression," in Stahel, W. A. and Weisberg, S. W., eds.,

*Directions in Robust Statistics and Diagnostics, Part II*, New York: Springer-Verlag.Yohai, V. J. and Zamar, R. H. (1997), "Optimal Locally Robust M- Estimate of Regression,"

*Journal of Statistical Planning and Inference*, 64, 309–323.Zaman, A., Rousseeuw, P. J., Orhan, M. (2001), “Econometric Applications of High-Breakdown Robust Regression Techniques,”

*Econometrics Letters*, 71, 1–8.