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 normalityleast trimmed squaresrobust estimation

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

(25)

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

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