Estimates of MM type for the multivariate linear model
From MaRDI portal
Publication:549921
DOI10.1016/j.jmva.2011.04.011zbMath1217.62076arXiv1004.4883MaRDI QIDQ549921
Nadia L. Kudraszow, Ricardo Antonio Maronna
Publication date: 19 July 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.4883
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
Related Items
Estimates of MM type for the multivariate linear model, Continuity and differentiability of regression M functionals
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimates of MM type for the multivariate linear model
- High breakdown-point and high efficiency robust estimates for regression
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression
- Multivariate generalized S-estimators
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Highly efficient estimators of multivariate location with high breakdown point
- Constrained \(M\)-estimation for multivariate location and scatter
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- The multivariate least-trimmed squares estimator
- Robust estimation for the multivariate linear model based on a \(\tau\)-scale
- M Estimation of Multivariate Regressions
- The Influence Curve and Its Role in Robust Estimation
- Generalized S-Estimators
- Robust estimation of the SUR model
- Robust Statistics
- Robust Estimation of a Location Parameter
- Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
- Robust Statistics