The American Statistician · 1988 · 371 citations · 8 references
Natural SciencesBiostatisticsOptimizationStatistical ModelingError EstimationRobust OptimizationRobust Statistical ModelingRobust StatisticsIteratively Reweighted Least SquaresRobust EstimationRobust Linear ModelsRobust Parameter EstimationRobust Regression
Abstract The 1985 SAS User's Guide: Statistics provides a method for computing robust regression estimates using iterative reweighted least squares and the nonlinear regression procedure NLIN. We show that the estimates are asymptotically correct, although the resulting standard errrors are not. We also discuss computation of the estimates.
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Robust Statistics: The Approach Based on Influence Functions
David Ruppert, Frank R. Hampel, Elvezio Ronchetti et al. · Technometrics · 1987 · 3.8K citations