Augmented robust estimators

Ronald G. Arkin, Douglas Montgomery

Research output: Contribution to journalArticle

30 Citations (Scopus)

Abstract

A method is presented based on augmented data sets for combining biased and robust regression techniques. The estimates are constrained robust estimates, using an appropriately chosen ridge, shrinkage or principal components constraint. Examples are provided to illustrate the ability of the procedure to shrink the estimated coefficients and to automatically detect and discount the effects of observations with large random error components.

Original languageEnglish (US)
Pages (from-to)333-341
Number of pages9
JournalTechnometrics
Volume22
Issue number3
DOIs
StatePublished - 1980
Externally publishedYes

Fingerprint

Robust Estimate
Robust Regression
Random errors
Robust Estimators
Random Error
Discount
Ridge
Principal Components
Shrinkage
Biased
Coefficient
Estimate
Observation

Keywords

  • Biased estimators
  • Robust regression

ASJC Scopus subject areas

  • Modeling and Simulation
  • Applied Mathematics
  • Statistics and Probability

Cite this

Augmented robust estimators. / Arkin, Ronald G.; Montgomery, Douglas.

In: Technometrics, Vol. 22, No. 3, 1980, p. 333-341.

Research output: Contribution to journalArticle

Arkin, Ronald G. ; Montgomery, Douglas. / Augmented robust estimators. In: Technometrics. 1980 ; Vol. 22, No. 3. pp. 333-341.
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