On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions
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Publication:1813434
DOI10.1007/BF02613546zbMath0736.62058MaRDI QIDQ1813434
Douglas P. Wiens, Myron Hlynka, J. N. Sheahan
Publication date: 25 June 1992
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176321
asymptotic variance; linear models; least squares estimator; robust estimation; M-estimation; optimality properties; asymmetric errors; re- descending influence function
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
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