Sharpening Wald-type inference in robust regression for small samples

DOI10.1016/j.csda.2011.02.014zbMath1464.62105OpenAlexW1981606742WikidataQ106880610 ScholiaQ106880610MaRDI QIDQ1658340

Manuel Koller, Werner A. Stahel

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.02.014

zbMATH Keywords

robust regressionrobust inferenceMM-estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• R
• robust
• robustbase
• skewt
• bootlib

Cites Work

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• Testing the information matrix equality with robust estimators
• On Bayesian Modeling of Fat Tails and Skewness
• Applied Asymptotics
• Robust Statistics
• Robust Statistics