On the optimality of S-estimators

DOI10.1016/0167-7152(92)90103-CzbMath0761.62036OpenAlexW2009561807MaRDI QIDQ1195586

Ola G. Hössjer

Publication date: 14 December 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90103-c

zbMATH Keywords

efficiencylinear modelasymptotic efficiencybreakdown pointnormally distributed errorsoptimal score functionoptimality of \(S\)- estimatorsrobust linear regression

Mathematics Subject Classification ID

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

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