Computational aspects of adaptive combination of least squares and least absolute deviations estimators

DOI10.1016/0167-9473(91)90105-BzbMath0825.62575OpenAlexW1987681196MaRDI QIDQ1896169

Yadolah Dodge, Jaromír Antoch, Jana Jureckova

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90105-b

zbMATH Keywords

adaptive estimatorleast squares estimatorlinear regression modelM-estimatorleast absolute deviations estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Flexible \(L\)-estimation in the linear model ⋮ Estimation of quantile density function based on regression quantiles ⋮ Strong consistency of M-estimates in linear models ⋮ Least absolute value regression: recent contributions ⋮ Applied regression analysis bibliography update 1990-91

Cites Work

• Computational experiences with discrete L\(_p\)-approximation
• Transformations in Regression: A Robust Analysis
• Robust regression using iteratively reweighted least-squares
• Asymptotic representation of L-estimators and their relations to M-estimators
• Numerical Methods for Robust Regression: Linear Models
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