Robust regression based on infinitesimal neighbourhoods (Q1059961): Difference between revisions

Robust estimation in the general normal regression model with carriers permitting small departures from the model is studied. The solutions obtained contain as special case the solutions of \textit{P. J. Huber} [J. Am. Stat. Assoc. 78, 66-80 (1983; Zbl 0514.62073)] and \textit{W. S. Krasker} and \textit{R. E. Welsch} [ibid. 77, 595-604 (1982; Zbl 0501.62062)] and give also some new procedures. The calculations indicate that the optimality properties of these estimates are more limited than suggested by Krasker and Welsch.