Estimators of scale parameters in linear regression

DOI10.1016/0167-7152(83)90044-5MaRDI QIDQ595301zbMATH OpenOpenAlexFDO

Authors Hira L. Koul, V. Susarla

Publication date 1983

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(83)90044-5

zbMATH Keywords

consistencymultiple linear regressionM-estimatorslocation invariant estimatorsmedian of absolute differences of residualsmedian of absolute residualstranslation invariant adaptive estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• ADAPTIVE ESTIMATION IN LINEAR REGRESSION
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Robust Statistics

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