In this paper we consider S-estimators for multivariate regression. We study the robustness of the estimators in terms of their breakdown point and influence function. Our results extend results on ...

This section illustrates how to solve some ordinary least-squares problems and generalizations of those problems by formulating them as transformation regression problems. One problem involves finding ...

Researchers and students of applied statistics and the social and behavioral sciences will find this book indispensable for understanding both general linear model theory and application. The model is ...

This article concerns the analysis of multivariate response data with multivariate regressors. Methods for reducing the dimensionality of response variables are developed, with the goal of preserving ...

This course is compulsory on the BSc in Econometrics and Mathematical Economics and BSc in Economics. This course is not available as an outside option nor to General Course students. This course is ...