Robust Regression through Robust Covariances.

Abstract

This paper describes a regression estimator which builds on the investigation of the covariance structure in the full space of explanatory variables and response variable. It is robust since it down weights outlying observations. A comparison to other robust estimators is included. Keywords include: Bounded Influence; asymptotics, and simulation.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1985
Accession Number
ADA153301

Entities

People

  • R. Maronna
  • S. Morgenthaler

Organizations

  • Yale University

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Asymptotic Normality
  • Covariance
  • Data Analysis
  • Data Science
  • Efficiency
  • Equations
  • Estimators
  • Information Science
  • Mathematics
  • Observation
  • Simulations
  • Standards
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • Space
  • Space - Space Objects