Koller, Manuel; Stahel, Werner A. - In: Computational Statistics & Data Analysis 55 (2011) 8, pp. 2504-2515
The datasets used in statistical analyses are often small in the sense that the number of observations n is less than 5 times the number of parameters p to be estimated. In contrast, methods of robust regression are usually optimized in terms of asymptotics with an emphasis on efficiency and...
