Adaptively truncated maximum likelihood regression with asymmetric errors.

DOI10.1016/j.jspi.2003.06.011zbMath1040.62057OpenAlexW1972410546MaRDI QIDQ1429890

Víctor J. Yohai, Alfio Marazzi

Publication date: 27 May 2004

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.06.011

zbMATH Keywords

Robust regressionpointAdaptive estimationEfficient estimationAdaptive cut-offAsymmetrically distributed errorsMaximum breakdown

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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