A service provided by the WU Library and the WU IT-Services

Approximate replication of high-breakdown robust regression techniques

Zeileis, Achim and Kleiber, Christian (2008) Approximate replication of high-breakdown robust regression techniques. Research Report Series / Department of Statistics and Mathematics, 68. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

[img]
Preview
PDF
Download (235Kb) | Preview

Abstract

This paper demonstrates that even regression results obtained by techniques close to the standard ordinary least squares (OLS) method can be difficult to replicate if a stochastic model fitting algorithm is employed.

Item Type: Paper
Keywords: robust regression / least squares / replication / stochastic algorithm
Classification Codes: RVK QH 234
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 18 Jul 2008 23:24
Last Modified: 09 Mar 2017 18:42
URI: http://epub.wu.ac.at/id/eprint/422

Actions

View Item