The bias and skewness of \(M\)-estimators in regression

DOI10.1214/09-EJS447zbMath1329.62206OpenAlexW1986670423MaRDI QIDQ1952039

Christopher S. Withers, Saralees Nadarajah

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1262876992

zbMATH Keywords

robustbias reductionnonlinear regressionskewness\(M\)-estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Series solutions to linear integral equations ⋮ Unbiased estimates for a lognormal regression problem and a nonparametric alternative ⋮ Bias reduction for standard and extreme estimates ⋮ Stabilizing the asymptotic covariance of an estimate ⋮ A note on bias reduction ⋮ Confidence intervals for lognormal regression and a non-parametric alternative

Uses Software

• robustbase

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• The distribution and quantiles of a function of parameter estimates
• The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
• General Saddlepoint Approximations with Applications to L Statistics
• Bias reduction by taylor series^∗
• Robust Statistics
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Robust Statistics
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