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Algorithms for bounded-influence estimation

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  • Bellio, Ruggero

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  • Bellio, Ruggero, 2007. "Algorithms for bounded-influence estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2531-2541, February.
  • Handle: RePEc:eee:csdana:v:51:y:2007:i:5:p:2531-2541
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    References listed on IDEAS

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    1. Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
    2. Adelchi Azzalini, 2005. "The Skew-normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188.
    3. Cantoni, Eva, 2004. "Analysis of Robust Quasi-deviances for Generalized Linear Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 10(i04).
    4. Greene, William H., 1990. "A Gamma-distributed stochastic frontier model," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 141-163.
    5. Edlund, Ove & Ekblom, Hakan, 2005. "Computing the constrained M-estimates for regression," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 19-32, April.
    6. Sinha S.K., 2004. "Robust Analysis of Generalized Linear Mixed Models," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 451-460, January.
    7. Cantoni E. & Ronchetti E., 2001. "Robust Inference for Generalized Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1022-1030, September.
    8. Peracchi, Franco, 1990. "Bounded-influence estimators for the tobit model," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 107-126.
    9. Maria-Pia Victoria-Feser, 2002. "Robust inference with binary data," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 21-32, March.
    10. J. E. Mills & C. A. Field & D. J. Dupuis, 2002. "Marginally Specified Generalized Linear Mixed Models: A Robust Approach," Biometrics, The International Biometric Society, vol. 58(4), pages 727-734, December.
    11. Croux, Christophe & Haesbroeck, Gentiane, 2003. "Implementing the Bianco and Yohai estimator for logistic regression," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 273-295, October.
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    Cited by:

    1. Michal Brzezinski, 2016. "Robust estimation of the Pareto tail index: a Monte Carlo analysis," Empirical Economics, Springer, vol. 51(1), pages 1-30, August.
    2. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.

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