Robust estimation for linear regression with asymmetric errors

DOI10.1002/cjs.5550330404zbMath1098.62084OpenAlexW2061108046MaRDI QIDQ5486554

Víctor J. Yohai, Ana M. Bianco, Marta García Ben

Publication date: 11 September 2006

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

Full work available at URL: https://doi.org/10.1002/cjs.5550330404

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

Robust estimates in generalized partially linear models ⋮ Robust estimators in a generalized partly linear regression model under monotony constraints ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ A robust version of the hurdle model ⋮ Robust estimates in generalized partially linear single-index models ⋮ M-estimates for the multiplicative error model ⋮ Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models ⋮ Robust estimation for nonparametric generalized regression ⋮ Robust inference in generalized partially linear models ⋮ Robust estimates for GARCH models ⋮ Robust regression credibility: The influence function approach ⋮ Second-order least squares estimation of censored regression models ⋮ Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective ⋮ Robust \(M\)-estimate of GJR model with high frequency data ⋮ Robust tests in generalized linear models with missing responses ⋮ Robust location estimators in regression models with covariates and responses missing at random ⋮ LINEAR REGRESSION WITH MIS-SPECIFIED ERROR DISTRIBUTION ⋮ A practical method of robust estimation in case of asymmetry ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ Semiparametric estimation with missing covariates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• High breakdown-point and high efficiency robust estimates for regression
• Implementing the Bianco and Yohai estimator for logistic regression
• Adaptively truncated maximum likelihood regression with asymmetric errors.
• The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
• Tolerance Bounds for Log Gamma Regression Models
• Bias Correction for a Generalized Log-Gamma Regression Model
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Rank regression with log gamma residuals
• A New Perspective on Priors for Generalized Linear Models
• Robust Inference for Generalized Linear Models
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Robust Estimation of a Location Parameter
• A General Qualitative Definition of Robustness