A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

DOI10.1016/S0167-7152(97)00136-3zbMath0902.62077MaRDI QIDQ1387682

Claudio Agostinelli, Marianthi Markatou

Publication date: 6 October 1998

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

zbMATH Keywords

robust; efficiency; influence; bias; breakdown point; weighted likelihood

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

Related Items

A fast algorithm for robust regression with penalised trimmed squares, An entropy-like estimator for robust parameter identification, Robust model selection in regression via weighted likelihood methodology, A class of robust and fully efficient regression estimators, A review of robust regression and diagnostic procedures in linear regression

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