Some results for robust GM-based estimators in heteroscedastic regression models

DOI10.1016/S0378-3758(00)00093-8zbMATH Open0997.62023OpenAlexW2071689267WikidataQ127125087 ScholiaQ127125087MaRDI QIDQ1582373FDOQ1582373

Authors: Graciela Boente, Julio di Rienzo, Ana M. Bianco 

Publication date: 14 November 2002

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(00)00093-8

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• scientific article; zbMATH DE number 17214

zbMATH Keywords

heteroscedasticityrobust estimationhigh breakdown point estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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Cited In (9)

• On simultaneously identifying outliers and heteroscedasticity without specific form
• Robust, Smoothly Heterogeneous Variance Regression
• Robust consistent estimators for ROC curves with covariates
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
• Robust estimation and variable selection in heteroscedastic linear regression
• The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
• \(M\)-estimators for regression with changing scale
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Robust Testing Procedures in Heteroscedastic Linear Models

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