Robust estimation in heteroscedastic linear models

DOI10.1214/aos/1176345784zbMath0497.62034OpenAlexW2007338877MaRDI QIDQ1170843

David Ruppert, Raymond J. Carroll

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345784

zbMATH Keywords

feedbackrandom coefficient modelsM-estimatesrobust estimationweighted least squaresMonte-Carloheteroscedastic linear modelsnon-constant variances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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