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

DOI10.1016/S0167-7152(97)00136-3zbMATH Open0902.62077MaRDI QIDQ1387682FDOQ1387682

Authors: Claudio Agostinelli, Marianthi Markatou 

Publication date: 6 October 1998

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

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zbMATH Keywords

robustbiasefficiencyinfluenceweighted likelihoodbreakdown point

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites Work

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• Weighted likelihood estimating equations: The discrete case with applications to logistic regression
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• Sparse components of images and optimal atomic decompositions
• Reweighted LS estimators converge at the same rate as the initial estimator
• Transformations in Regression: A Robust Analysis
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
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• Efficient Bounded-Influence Regression Estimation
• A local breakdown property of robust tests in linear regression

Cited In (21)

• Regression with outlier shrinkage
• Title not available (Why is that?)
• Reweighted least trimmed squares: an alternative to one-step estimators
• Penalized unimodal spline density estimation with application to \(M\)-estimation
• Semiparametrically weighted robust estimation of regression models
• An entropy-like estimator for robust parameter identification
• Optimization techniques for robust multivariate location and scatter estimation
• Weighted likelihood latent class linear regression
• A fast algorithm for robust regression with penalised trimmed squares
• Weighted likelihood estimation of multivariate location and scatter
• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
• A class of robust and fully efficient regression estimators
• Outlier detection and robust estimation in linear regression models with fixed group effects
• Robust estimation for linear panel data models
• Statistical inference based on a new weighted likelihood approach
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• A review of robust regression and diagnostic procedures in linear regression
• Robust model selection in regression via weighted likelihood methodology
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Higher-order infinitesimal robustness
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

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