A NOTE ON COMPUTING ROBUST REGRESSION ESTIMATES VIA ITERATIVELY REWEIGHTED LEAST-SQUARES

被引：283

作者：

STREET, JO

CARROLL, RJ

RUPPERT, D

机构：

[1] TEXAS A&M UNIV,DEPT STAT,COLLEGE STN,TX 77843

[2] CORNELL UNIV,SCH OPERAT RES,ITHACA,NY 14853

来源：

关键词：

D O I：

10.2307/2684491

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：152 / 154

页数：3

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Carroll R. J., 1988, TRANSFORMATION WEIGH

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[4]

HAMPEL FR, 1986, ROBUST STATISTICS AP

[5]

HILL RW, 1977, J AM STAT ASSOC, V72, P828

HOGG, RV .

[7] ROBUST REGRESSION USING ITERATIVELY RE-WEIGHTED LEAST-SQUARES [J].

HOLLAND, PW ;

WELSCH, RE .

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (09) :813-827

[8]

Huber PJ., 1981, ROBUST STATISTICS

[9]

McCullagh P., 1983, GEN LINEAR MODELS

[10]

SCHRADER RM, 1980, BIOMETRIKA, V67, P93