Robust estimation in the linear model

DOI10.1214/AOS/1176342717zbMath0286.62043OpenAlexW2040177773MaRDI QIDQ1845594

Víctor J. Yohai

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342717

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items (13)

Resistant estimates for high dimensional and functional data based on random projections ⋮ Modal linear regression using log-concave distributions ⋮ Convergence of the optimal M-estimator over a parametric family of M-estimators ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ Robust identification ⋮ Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo ⋮ Weak convergence of bounded influence regression estimates with applications to repeated significance testing ⋮ Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Asymptotic behavior of iterative M-estimartors for location ⋮ Asymptotic behavior of general M-estimates for regression and scale with random carriers ⋮ On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions ⋮ A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations

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