On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions

DOI10.1007/BF02613546zbMath0736.62058OpenAlexW1994062958MaRDI QIDQ1813434

Douglas P. Wiens, J. N. Sheahan, Myron Hlynka

Publication date: 25 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176321

zbMATH Keywords

asymptotic variancelinear modelsleast squares estimatorrobust estimationM-estimationoptimality propertiesasymmetric errorsre- descending influence function

Mathematics Subject Classification ID

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

Related Items (1)

Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo

Cites Work

• Minimax variance M-estimators in \(\epsilon\)-contamination models
• Robust estimation in the linear model with asymmetric error distributions
• Robust estimation of a location parameter in the presence of asymmetry
• Robust estimation in the linear model
• Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
• Robust Estimation of a Location Parameter
• Some Flexible Estimates of Location
• Robust estimation: A condensed partial survey
• Robust Statistics
• Unnamed Item

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