Augmented robust estimators

Ronald G. Arkin, Douglas C. Montgomery

Research output: Contribution to journalArticlepeer-review

39 Scopus citations


A method is presented based on augmented data sets for combining biased and robust regression techniques. The estimates are constrained robust estimates, using an appropriately chosen ridge, shrinkage or principal components constraint. Examples are provided to illustrate the ability of the procedure to shrink the estimated coefficients and to automatically detect and discount the effects of observations with large random error components.

Original languageEnglish (US)
Pages (from-to)333-341
Number of pages9
Issue number3
StatePublished - Aug 1980
Externally publishedYes


  • Biased estimators
  • Robust regression

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics


Dive into the research topics of 'Augmented robust estimators'. Together they form a unique fingerprint.

Cite this