Robustness

Roger Koenker, Douglas Simpson

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

We are delighted to have the opportunity to introduce Ray's papers on robustness in statistics. These papers include important breakthrough developments such as the first rigorous asymptotic analysis of trimmed least squares, the first robust heteroscedastic regression estimators, the first efficient bounded-influence estimators for generalized linear regression, and the first bounded-influence regression estimators with high breakdown points. Like so many of Ray's publications, each of these widely cited papers is a marvel of clarity, innovation, and deep analysis.

Original languageEnglish (US)
Title of host publicationThe Work of Raymond J. Carroll
Subtitle of host publicationThe Impact and Influence of a Statistician
PublisherSpringer International Publishing
Pages447-507
Number of pages61
ISBN (Electronic)9783319058016
ISBN (Print)3319058002, 9783319058009
DOIs
StatePublished - Mar 1 2014

Fingerprint

Bounded Influence
Regression Estimator
Half line
Least Trimmed Squares
Heteroscedastic Regression
Robustness
Breakdown Point
Robust Regression
Linear regression
Asymptotic Analysis
Statistics
Estimator

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Koenker, R., & Simpson, D. (2014). Robustness. In The Work of Raymond J. Carroll: The Impact and Influence of a Statistician (pp. 447-507). Springer International Publishing. https://doi.org/10.1007/978-3-319-05801-6_6

Robustness. / Koenker, Roger; Simpson, Douglas.

The Work of Raymond J. Carroll: The Impact and Influence of a Statistician. Springer International Publishing, 2014. p. 447-507.

Research output: Chapter in Book/Report/Conference proceedingChapter

Koenker, R & Simpson, D 2014, Robustness. in The Work of Raymond J. Carroll: The Impact and Influence of a Statistician. Springer International Publishing, pp. 447-507. https://doi.org/10.1007/978-3-319-05801-6_6
Koenker R, Simpson D. Robustness. In The Work of Raymond J. Carroll: The Impact and Influence of a Statistician. Springer International Publishing. 2014. p. 447-507 https://doi.org/10.1007/978-3-319-05801-6_6
Koenker, Roger ; Simpson, Douglas. / Robustness. The Work of Raymond J. Carroll: The Impact and Influence of a Statistician. Springer International Publishing, 2014. pp. 447-507
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