SMEP: Robust Estimation

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Josef Perktold edited this page Jun 3, 2013 · 1 revision

SMEP: Robust Estimation

just a stub see also SMEP: Robust Statistics

robust.RLM

LTS and similar in WIP pull request

References

Finger, Robert. 2010. “Review of ‘Robustbase’ Software for R.” Journal of Applied Econometrics 25 (7): 1205–1210. doi:10.1002/jae.1194.