Lô, Serigne N.; Ronchetti, Elvezio - In: Journal of Multivariate Analysis 100 (2009) 9, pp. 2126-2136
In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem, and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution....