roblm-package {roblm}R Documentation

MM-regression estimators

Description

MM-regression estimators

Details

Package: roblm
Type: Package
Version: 0.6
Date: 2006-03-28
License: GPL 2.0

MM-regression estimators

Author(s)

Matias Salibian-Barrera

Maintainer: Matias Salibian-Barrera <matias@stat.ubc.ca>

References

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.


[Package roblm version 0.6 Index]