Régression linéaire robuste

J. P. Ley

Statistique et analyse des données (1979)

  • Volume: 4, Issue: 1, page 55-62
  • ISSN: 0750-7364

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Ley, J. P.. "Régression linéaire robuste." Statistique et analyse des données 4.1 (1979): 55-62. <http://eudml.org/doc/108840>.

@article{Ley1979,
author = {Ley, J. P.},
journal = {Statistique et analyse des données},
language = {fre},
number = {1},
pages = {55-62},
publisher = {Association pour la statistique et ses illustrations},
title = {Régression linéaire robuste},
url = {http://eudml.org/doc/108840},
volume = {4},
year = {1979},
}

TY - JOUR
AU - Ley, J. P.
TI - Régression linéaire robuste
JO - Statistique et analyse des données
PY - 1979
PB - Association pour la statistique et ses illustrations
VL - 4
IS - 1
SP - 55
EP - 62
LA - fre
UR - http://eudml.org/doc/108840
ER -

References

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  2. BARRODALE, I. et ROBERTS, F. D. K. (1977). Algorithms for restricted least absolute value estimation. Comm. Statist. Computa. Simula. B 6(4), 353-363. Zbl0383.62047
  3. BASSETT, G. Jr et KOENKER, R. (1978). Asymptotic theory of least absolute error regression. J. Amer. Statist. Assoc. 73, 618-621. Zbl0391.62046MR514166
  4. DANIEL, C. et WOOD, F.S. (1971) Fitting equations to data. John Wiley, New-York Zbl0418.65006
  5. DAVID, H.A. (1968) Gini's mean difference rediscovered. Biometrika 55, 573-575. Zbl0177.46501
  6. GENTLE, J.E. (1977) Least absolute values estimation : an introduction. Commun. Statist. Simula. Computa. B6 (4), 313-328. Zbl0383.62046MR538170
  7. HAJEK, J. et SIDAK, Z. (1967). Theory of rank tests. Academic Press, New-York. Zbl0944.62045MR229351
  8. HAMPEL, F.E. (1974). The influence curve and its role in robust estimation. J. Amer. Statist. Assoc. 69, 383-393. Zbl0305.62031MR362657
  9. HETTMANSPERGER, T.P. et McKEAN, J.W. (1976). Computational problems involved in analysis of linear models based on ranks. Proc. Statist. Computa. Sect. Amer. Statist. Assoc., 88-94. 
  10. HETTMANSPERGER, T.P. et McKEAN, J.W. (1977). A robust alternative based on ranks to least squares in analyzing linear models. Technometrics 19, 275-284. Zbl0369.62052MR455204
  11. HETTMANSPERGER, T.P. et McKEAN, J.W. (1978). Statistical inference based on ranks. Psychometrika 43, 69-79. Zbl0385.62002MR507382
  12. HOGG, R.V. et RANDLES, R.H. (1975). Adaptive distribution free regression methods and their applications. Technometrics 17, 399-407. Zbl0324.62051MR395031
  13. JAECKEL, L.A. (1971). Robust estimates of location : symmetry and asymmetric contamination. Ann. Math. Statist. 42, 1020-1034. Zbl0216.47902MR286224
  14. JAECKEL, L.A. (1972) Estimating regression coefficients by minimizing the dispersion of the residuals. Ann. Math. Statist. 43, 1449-1458. Zbl0277.62049MR348930
  15. JURECKOVA, J. (1971) Nonparametric estimate of regression coefficients. Ann. Math. Statist. 42, 1328-1338. Zbl0225.62052MR295487
  16. McKEAN, J.W. et HETTMANSPERGER, T.P. (1976). Tests of hypothesis based on ranks in the general linear model. Commun. Statist. Theor. Meth. A5 (8), 693-709. Zbl0343.62053MR436452
  17. McKEAN, J.W. et HETTMANSPERGER, T.P. (1978). A robust analysis of the general linear model based on one step R-estimates. Biometrika 65, 571-579. Zbl0391.62026MR521824
  18. LEHMANN, E.L. (1975). Nonparametrics : statistical methods based on ranks. Holden Day, San Francisco. Zbl0354.62038MR395032
  19. ROODMAN, G.M. (1974). A procedure for optimal stepwise MSAE regression analysis. Operations Research 23, 393-399. Zbl0275.62062MR418347
  20. SPOSITO, V.A. et HAND, M.L. (1977) Using an approximate l1-estimator. Comm. Statist. Simula Computa. B6 (3), 263-268. 
  21. WAINER, H. et THISSEN, D. (1976). Three steps towards robust regression. Psychometrika, 41, 9-34. Zbl0331.62052

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