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On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach

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  • LUKE A. PRENDERGAST
  • SIMON J. SHEATHER

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  • Luke A. Prendergast & Simon J. Sheather, 2013. "On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 219-237, June.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:2:p:219-237
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    File URL: http://hdl.handle.net/10.1111/j.1467-9469.2012.00807.x
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    References listed on IDEAS

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    1. Luke A. Prendergast & Jodie A. Smith, 2010. "Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 588-611, December.
    2. Prendergast, Luke A., 2008. "Trimming influential observations for improved single-index model estimated sufficient summary plots," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5319-5327, August.
    3. Charles Lindsey & Simon Sheather, 2010. "Optimal power transformation via inverse response plots," Stata Journal, StataCorp LP, vol. 10(2), pages 200-214, June.
    4. L. A. Prendergast, 2005. "Influence Functions for Sliced Inverse Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(3), pages 385-404, September.
    5. Marazzi, Alfio & Villar, Ana J. & Yohai, Victor J., 2009. "Robust Response Transformations Based on Optimal Prediction," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 360-370.
    6. Marazzi, Alfio & Yohai, Victor J., 2006. "Robust Box-Cox transformations based on minimum residual autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2752-2768, June.
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