Projection estimators for generalized linear models

DOI10.1198/JASA.2011.TM09774MaRDI QIDQ3095184zbMATH OpenOpenAlexFDO

Authors Andrea Bergesio, Victor J. Yohai

Publication date 28 October 2011

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

Full work available at URL https://doi.org/10.1198/jasa.2011.tm09774

zbMATH Keywords

logistic regressionrobust estimatorsone-step estimatorsmaximum bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(14)

• Bias-robust estimates of regression based on projections
• Initial robust estimation in generalized linear models
• Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
• Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
• Robust estimators for generalized linear models
• Projected Multivariate Linear Models for Directional Data
• Robust link functions
• Asymptotic normality of one-step M-estimators based on non-identically distributed observations
• Robust instance-dependent cost-sensitive classification
• Robust variable selection via penalized MT-estimator in generalized linear models
• Asymptotic properties of one-step \(M\)-estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• Projections of a general binary model on a logistic regression
• Robust variable selection in the logistic regression model

Describes a project that uses

Uses Software

• robustbase

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