A class of robust and fully efficient regression estimators
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Publication:1848950
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- scientific article; zbMATH DE number 3905646
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- A class of robust and fully efficient regression estimators
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Cited in
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- Robust-efficient fitting of mixed linear models: methodology and theory
- A review of robust regression and diagnostic procedures in linear regression
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Robust loss reserving in a log-linear model
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
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- Robust estimators of accelerated failure time regression with generalized log-gamma errors
- Implicitly weighted methods in robust image analysis
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- Regression with outlier shrinkage
- A class of robust and fully efficient regression estimators
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- Reweighted LS estimators converge at the same rate as the initial estimator
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- Robust estimation for linear regression with asymmetric errors
- Bahadur representations of M-estimators and their applications in general linear models
- Reweighted least trimmed squares: an alternative to one-step estimators
- Efficient and robust estimation of regression and scale parameters, with outlier detection
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- Sketching for M-Estimators: A Unified Approach to Robust Regression
- A new Bayesian approach to robustness against outliers in linear regression
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
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- A fast algorithm for robust regression with penalised trimmed squares
- Linear regression under model uncertainty
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- A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression
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- Formulas for the exact LMS and LQS estimator
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- High-dimensional robust regression with \(L_q\)-loss functions
- Derivative-free optimization and neural networks for robust regression
- On Huber's contaminated model
- Adaptive subsample estimation for multivariate normal distributions
- Adaptive efficient and double-robust regression based on generalized empirical likelihood
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