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- W2553500391 abstract "ABSTRACTThe BCH procedure introduced by Billor, Chatterjee, and Hadi for fitting linear models was found to be inefficient for y-outliers in the presence of a high perturbation level. We propose to modify the first step of the BCH procedure, so that the robust distances are computed on the matrix Z = (y, X) of the basic subset. The performance of the present note procedure (PNP), as compared to the BCH procedure and the ordinary least-square (OLS) method, was studied by processing several datasets used in the literature for robust regression and by performing a Monte Carlo experiment. PNP performs better particularly with datasets having high perturbation." @default.
- W2553500391 created "2016-11-30" @default.
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- W2553500391 date "2015-09-28" @default.
- W2553500391 modified "2023-09-25" @default.
- W2553500391 title "A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression" @default.
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- W2553500391 doi "https://doi.org/10.1080/03610918.2015.1078472" @default.
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