This paper describes the results of a Monte Carlo study of certain aspects of robust regression confidence region estimation for linear models with one, five, and seven parameters. One-step sine estimators (c = l.42) were used with design matrices consisting of short-tailed, Gaussian, and...

What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis

The vine structure has been widely studied as a graphical representation for high-dimensional dependence modeling, depiction of complicated probability density functions, and robust correlation estimation. However, the number of candidate vine structures grows exponentially as the number of...

This paper describes the results of a Monte Carlo study of certain aspects of robust regression confidence region estimation for linear models with one, five, and seven parameters. One-step sine estimators (c = l.42) were used with design matrices consisting of short-tailed, Gaussian, and...

What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis