roblm-package {roblm} | R Documentation |
MM-regression estimators
Package: | roblm |
Type: | Package |
Version: | 0.6 |
Date: | 2006-03-28 |
License: | GPL 2.0 |
MM-regression estimators
Matias Salibian-Barrera
Maintainer: Matias Salibian-Barrera <matias@stat.ubc.ca>
Croux, C., Dhaene, G. and Hoorelbeke, D. (2003) Robust standard errors for robust estimators, Discussion Papers Series 03.16, K.U. Leuven, CES.
Rousseeuw, P.J. and Yohai, V.J. (1984) Robust regression by means of S-estimators, In Robust and Nonlinear Time Series, J. Franke, W. H"ardle and R. D. Martin (eds.). Lectures Notes in Statistics 26, 256-272, Springer Verlag, New York.
Salibian-Barrera, M. and Yohai, V.J. (2006) A fast algorithm for S-regression estimates, Journal of Computational and Graphical Statistics, in press.
Yohai, V.J. (1987) High breakdown-point and high efficiency estimates for regression, The Annals of Statistics 15, 642-65.