We are delighted to have the opportunity to introduce Ray’s papers on robustness in statistics. These papers include important breakthrough developments such as the first rigorous asymptotic analysis of trimmed least squares, the first robust heteroscedastic regression estimators, the first efficient bounded-influence estimators for generalized linear regression, and the first bounded-influence regression estimators with high breakdown points. Like so many of Ray’s publications, each of these widely cited papers is a marvel of clarity, innovation, and deep analysis.
KeywordsRigorous Asymptotic Analysis High Breakdown Point Marvel Deeper Analysis Regression Estimator
Other publications by Ray Carroll cited in this chapter.
Publications by other authors cited in this chapter.
- Hampel, F. R. (1968). Contributions to the theory of robust estimation. Ph.D. Thesis. University of California, Berkeley.Google Scholar
- Maronna, R. A., Bustos, O. H., and Yohai, V. J. (1979). Bias- and efficiency-robustness of general M-estimators for regression with random carriers. In Smoothing Techniques for Curve Estimation, eds. T. Gasser and M. Rosenblatt, Springer-Verlag: New York.Google Scholar