Econometric applications of high-breakdown robust regression techniques
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- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001. "Econometric applications of high-breakdown robust regression techniques," Economics Letters, Elsevier, vol. 71(1), pages 1-8, April.
References listed on IDEAS
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More about this item
KeywordsHigh breakdown estimates; Masking; Robust regression; Outlier; Leverage point; Least trimmed squares (LTS); Minimum covariance determinant (MCD);
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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