A Simple Method for Robust Regression

DOI10.2307/2285386MaRDI QIDQ4067925zbMATH OpenOpenAlexFDO

Authors Melvin J. Hinich, Prem P. Talwar

Publication date 1975

Full work available at URL https://doi.org/10.2307/2285386

Mathematics Subject Classification ID

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

Cited in

(12)

• Measure of location-based estimators in simple linear regression
• An algorithm to find all regression quantiles
• A simulation study of some nonparametric regression estimators
• Fast robust regression algorithms for problems with Toeplitz structure
• Optimal subsampling for large‐sample quantile regression with massive data
• Tikhonov regularization for Gaussian empirical gain maximization in RKHS is consistent
• An iteration method of data censoring in the regression estimation problem
• A robust regression method based on Pearson type VI distribution
• A robust learning approach for regression models based on distributionally robust optimization
• A robust method of estimation based on the MML estimators for a simple linear regression model
• Gauss–Newton Methods for Robust Parameter Estimation
• A Framework of Learning Through Empirical Gain Maximization

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