Least trimmed squares in nonlinear regression under dependence

DOI10.1016/J.JSPI.2005.05.004MaRDI QIDQ2500649zbMATH OpenOpenAlexFDO

Authors P. Čížek

Publication date 17 August 2006

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.2005.05.004

zbMATH Keywords

asymptotic normalityrobust estimationleast trimmed squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(22)

• Generalized method of trimmed moments
• Reweighted least trimmed squares: an alternative to one-step estimators
• Efficient robust estimation of time-series regression models.
• A comparison of robust estimators based on two types of trimming
• Semiparametrically weighted robust estimation of regression models
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Least Trimmed Squares Estimator in the Errors-in-Variables Model
• The least trimmed squares. II: \(\sqrt {n}\)-consistency
• The least trimmed squares. III: Asymptotic normality.
• Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
• Boundedness of M-estimators for linear regression in time series
• Asymptotics of Bayesian median loss estimation
• Fast and robust bootstrap for LTS
• The least trimmed quantile regression
• Continuity and differentiability of regression M functionals
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
• One-step robust estimation of fixed-effects panel data models
• A note on the connection between trek rules and separable nonlinear least squares in linear structural equation models
• Robust inference for nonlinear regression models
• Trimmed likelihood estimators for lifetime experiments and their influence functions
• Bias-corrected quantile regression estimation of censored regression models
• Semiparametric robust estimation of truncated and censored regression models

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