Robust estimation for the multivariate linear model based on a \(\tau\)-scale
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Publication:2499081
DOI10.1016/j.jmva.2005.08.007zbMath1102.62057OpenAlexW1964241258MaRDI QIDQ2499081
Marta García Ben, Elena J. Martínez, Víctor J. Yohai
Publication date: 14 August 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.08.007
consistencyasymptotic normalitybreakdown pointrobust estimationmultivariate regression\(\tau\)-estimates
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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