Robust regression and small sample confidence intervals

DOI10.1016/S0378-3758(96)00034-1zbMATH Open0877.62025MaRDI QIDQ1361605FDOQ1361605

Authors: C. A. Field 

Publication date: 23 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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• scientific article; zbMATH DE number 1057884
• Robust Confidence Intervals for Regression Parameters
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zbMATH Keywords

confidence intervalsrobust regressionsaddlepoint approximationsmall sample asymptotics

Mathematics Subject Classification ID

Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Approximations to statistical distributions (nonasymptotic) (62E17) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• Approximations of marginal tail probabilities and inference for scalar parameters
• Approximations for marginal densities of M‐estimators
• Small sample asymptotic expansions for multivariate M-estimates
• Robust Confidence Intervals for Regression Parameters
• Small-sample intervals for regression

Cited In (6)

• Confidence intervals based on robust regression
• Sharpening Wald-type inference in robust regression for small samples
• Resampling methods for variable selection in robust regression
• Globally robust inference for the location and simple linear regression models
• Applications of robust regression to ``big data problems
• Title not available (Why is that?)

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