Minimum distance estimation in linear regression with unknown error distributions
DOI10.1016/0167-7152(85)90002-1zbMath0582.62022MaRDI QIDQ1068484
Publication date: 1985
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(85)90002-1
asymptotic normality; weighted empirical processes; minimum distance estimators; qualitative robustness; finite sample properties; multiple linear regression model; heteroscedastic gross errors; influence vectors; L sub 2 distances; unknown error distributions
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
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