2003 RobustRegressionAndOutlierDetection

(Rousseeuw & Leroy, 2003) ⇒ Peter J. Rousseeuw, and Annick M. Leroy. (2003). “Robust Regression and Outlier Detection.” In: Wiley-IEEE. ISBN:0471488550

Subject Headings: Outlier Detection.

Notes

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Google Key words and phrases: robust regression, outliers, equivariant estimators, robust estimators, Mahalanobis distance, projection pursuit, explanatory variables, scatterplot, arithmetic mean, regression analysis, hyperplane, response variable, p-value, linear model, breakdown point, data set, Robust Statistics, DFFITS, objective function, covariance matrix

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Publishers Note

Provides an applications-oriented introduction to robust regression and outlier detection, emphasising °high-breakdown° methods which can cope with a sizeable fraction of contamination. Its self-contained treatment allows readers to skip the mathematical material which is concentrated in a few sections. Exposition focuses on the least median of squares technique, which is intuitive and easy to use, and many real-data examples are given. Chapter coverage includes robust multiple regression, the special case of one-dimensional location, algorithms, outlier diagnostics, and robustness in related fields, such as the estimation of multivariate location and covariance matrices, and time series analysis.

References

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2003 RobustRegressionAndOutlierDetection	Peter J. Rousseeuw Annick M. Leroy			Robust Regression and Outlier Detection		Wiley-IEEE	http://books.google.com/books?id=lK9gHXwYnqgC			2003