Symmetric regression quantile and its application to robust estimation for the nonlinear regression model

DOI10.1016/j.jspi.2003.09.014zbMath1058.62055OpenAlexW2008159072MaRDI QIDQ1888304

Yanyan Li

Publication date: 23 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.014

zbMATH Keywords

Nonlinear regressionRegression quantileTrimmed mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (1)

ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE

Cites Work

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• Jackknifing in Nonlinear Regression
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• One-Step Huber Estimates in the Linear Model
• Regression Quantiles
• Symmetric quantile and symmetric trimmed mean for linear regression model
• Confidence bands with a given maximal size for linear regression functions
• Preface

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