Reweighting approximate GM estimators: Asymptotics and residual-based graphics

DOI10.1016/S0378-3758(96)00049-3MaRDI QIDQ1361648zbMATH OpenOpenAlexFDO

Authors Douglas G. Simpson, Yuan-chin Ivan Chang

Publication date 15 January 2003

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

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00049-3

zbMATH Keywords

added variable plotgeneralized estimating equationone-step estimatorrobust methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

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Cites work

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Cited in

(5)

• Functional stability of one-step GM-estimators in approximately linear regression
• Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation
• Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation
• Some Exploratory Methods for Studying Curvature in Robust Regression
• Minimax weights for generalised M-estimation in biased regression models

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