%0 Journal Article %1 croux:2003 %A Croux, Christophe %A Aelst, Stefan Van %A Dehon, Catherine %D 2003 %J Annals of the Institute of Statistical Mathematics %K bounded-influence high-breakdown regression robust %N 2 %P 265--285 %T Bounded influence regression using high breakdown scatter matrices %U http://dx.doi.org/10.1007/BF02530499 %V 55 %X Abstract  In this paper we estimate the parameters of a regression model using S-estimators of multivariate location and scatter. The approach is proven to be Fisher-consistent, and the influence functions are derived. The corresponding asymptotic variancesare obtained and it is shown how they can be estimated in practice. A comparison with other recently proposed robust regressionestimators is made.

@article{croux:2003, abstract = {Abstract  In this paper we estimate the parameters of a regression model using S-estimators of multivariate location and scatter. The approach is proven to be Fisher-consistent, and the influence functions are derived. The corresponding asymptotic variancesare obtained and it is shown how they can be estimated in practice. A comparison with other recently proposed robust regressionestimators is made.}, added-at = {2010-06-09T13:47:44.000+0200}, author = {Croux, Christophe and Aelst, Stefan Van and Dehon, Catherine}, biburl = {https://www.bibsonomy.org/bibtex/272e68b8f27b67956718a970f77628a03/vivion}, description = {SpringerLink - Journal Article}, interhash = {55f1a2a3e3f60d99243b956cc17d7cda}, intrahash = {72e68b8f27b67956718a970f77628a03}, journal = {Annals of the Institute of Statistical Mathematics}, keywords = {bounded-influence high-breakdown regression robust}, month = {#jun#}, number = 2, pages = {265--285}, timestamp = {2010-06-09T13:47:45.000+0200}, title = {Bounded influence regression using high breakdown scatter matrices}, url = {http://dx.doi.org/10.1007/BF02530499}, volume = 55, year = 2003 }