Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models

DOI10.2307/2289930zbMath0679.62024OpenAlexW4248348029MaRDI QIDQ4729167

Leonard A. Stefanski, Raymond J. Carroll

Publication date: 1989

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2289930

zbMATH Keywords

asymptotic propertiesasymptotic biasrobust regressionLogistic regressionbreakdown pointinfluential observationsgeneralized linear modelsresponseexplanatory variableRobust estimationM estimatorsauxiliary centering constantconditionally Fisher-consistent estimatorsnuisance matrixoptimal bounded-influence estimators of regression parameters

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

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