Robust and classical outlyingness indicators a simulation study

1 January 1990

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Simulation and Computation

Vol. 19 (2) , 505-512
https://doi.org/10.1080/03610919008812871

Abstract

Robust outlyingness indicators provide a more reliable alternative to least square diagnostics. This paper explains why and illustrates this superiority with a simulation study.

Keywords

REGRESSION DIAGNOSTICS
OUTLIERS
LEVERAGE POINTS
M AND HIGH BREAKDOWN POINT ESTIMATORS
ROBUST DISTANCES

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