Régression robuste et problèmes de colinéarité

Gilbert Ritschard

Statistique et analyse des données (1990)

  • Volume: 15, Issue: 2, page 77-96
  • ISSN: 0750-7364

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Ritschard, Gilbert. "Régression robuste et problèmes de colinéarité." Statistique et analyse des données 15.2 (1990): 77-96. <http://eudml.org/doc/108997>.

@article{Ritschard1990,
author = {Ritschard, Gilbert},
journal = {Statistique et analyse des données},
language = {fre},
number = {2},
pages = {77-96},
publisher = {Association pour la statistique et ses illustrations},
title = {Régression robuste et problèmes de colinéarité},
url = {http://eudml.org/doc/108997},
volume = {15},
year = {1990},
}

TY - JOUR
AU - Ritschard, Gilbert
TI - Régression robuste et problèmes de colinéarité
JO - Statistique et analyse des données
PY - 1990
PB - Association pour la statistique et ses illustrations
VL - 15
IS - 2
SP - 77
EP - 96
LA - fre
UR - http://eudml.org/doc/108997
ER -

References

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  1. Belsley, D.A., (1984) Demeaning Conditioning Diagnostics Through Centering, The American Statistician, 38(2), 73-77. 
  2. Belsley, D.A., E. Kuh et R.E. Welsch (1980) Regression Diagnostics : Identifying Influential Data and Sources of Collinearity, Wiley, New York. Zbl0479.62056MR576408
  3. Jureckova, J. (1971) Non parametric Estimate of Regression Coefficient, The Annals of Mathematical Statistics, 42, 1328-1338. Zbl0225.62052MR295487
  4. Hadi, A.S. (1987) Diagnosing collinearity-influential observations, Computational Statistics and Data Analysis, 7,143-159. Zbl0726.62134MR991001
  5. Hadi, A.S. et P.F. Velleman (1987) Comment : Diagnosing Near Collinearities in Least Squares Regression, Statistical Science, 2(1), 93-98. 
  6. Hampel, F.R., E.M. Ronchetti, P.J. Rousseeuw et W.A. Stahel (1986) Robust Statistics, The Approach Based on Influence Functions, Wiley, New York. Zbl0593.62027MR829458
  7. Huber, P.J. (1973) Robust Regression : Asymptotics, Conjectures, and Monte Carlo, The Annals of Statistics, 1, 799-821. Zbl0289.62033MR356373
  8. Mason, R.L. et R.F. Gunst (1985), Outlier-induced collinearities, Technometrics, 27, 401-407. 
  9. Ritschard, G., (1990) Détection de données atypiques, in La modélisation : confluent des sciences, (Brissaud, Forsé, Grafmeyer et Zighed, eds), Editions du CNRS, Paris. 
  10. Rousseeuw, P. J. (1984) Least Median of Squares Regression, Journal of the American Statistical Association, 79, 871-880. Zbl0547.62046MR770281
  11. Rousseeuw, P. J.. et A.M. Leroy (1987) Robust Regression and Outlier Detection, Wiley, New York. Zbl0711.62030MR914792
  12. Stewart, G.W. (1981) Collinearity and Least Squares Regression, Statistical Science, 2(1), 68-100. Zbl0643.62049MR896260

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