Semiparametrically weighted robust estimation of regression models

DOI10.1016/j.csda.2010.06.024zbMath1247.62115MaRDI QIDQ452680

Pavel Čížek

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.06.024

zbMATH Keywords

asymptotic efficiency; adaptive estimation; breakdown point; least weighted squares

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G35: Nonparametric robustness

Related Items

Regression Neural Networks with a Highly Robust Loss Function, The minimum weighted covariance determinant estimator revisited, The minimum weighted covariance determinant estimator for high-dimensional data, Three contributions to robust regression diagnostics, Reweighted least trimmed squares: an alternative to one-step estimators, The least trimmed quantile regression, Semiparametric robust estimation of truncated and censored regression models, Implicitly weighted methods in robust image analysis, Robust coefficients of correlation or spatial autocorrelation based on implicit weighting, Robustness of supervised learning based on combined centroids, Statistical learning for recommending (robust) nonlinear regression methods, One-step robust estimation of fixed-effects panel data models

Uses Software

• semml

Cites Work

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