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Research paper

ROBUST REGRESSION IN MONTHLY BUSINESS SURVEY

alternative techniques of estimation, less sensitive to outliers, have been proposed in the statistical literature. In this paper we attempt to apply and assess some robust regression methods (LTS, M estimation, S-estimation, MM-estimation) in the business survey conducted within the framework of official statistics.

Grażyna Dehnel

Statistics in Transition New Series , ISSUE 1, 137–152

Article

M-ESTIMATORS IN BUSINESS STATISTICS

Recent years have seen a dynamic development in statistical methods for analysing data contaminated with outliers. One of the more important techniques that can deal with outlying observations is robust regression, which represents four decades of research. Until recently the implementation of robust regression methods, such as M-estimation or MM-estimation, was limited owing to their iterative nature. With advances in computing power and the growing availability of statistical packages, such

Grażyna Dehnel

Statistics in Transition New Series , ISSUE 4, 749–762

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