scientific article
From MaRDI portal
Publication:3206151
zbMath0416.62050MaRDI QIDQ3206151
Víctor J. Yohai, Ricardo Antonio Maronna, E. A. Pilotta and G. A. Torres O. H. Bustos
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Breakdown points of Cauchy regression-scale estimators, Combining locally and globally robust estimates for regression, Robust variable selection via penalized MT-estimator in generalized linear models, Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation, Local and global robustness of regression estimators, Robust estimation in simultaneous equations models, Optimal locally robust M-estimates of regression, A comparison between two robust regression estimators by means of robust covariances, Robust estimators for generalized linear models, On the computation and efficiency of a HBP-GM estimator some simulation results, Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation, High-breakdown robust multivariate methods, Robust regression through robust covariances, Robust estimation of nonlinear regression with autoregressive errors., Robust estimation of stationary continuous‐time arma models via indirect inference, A local breakdown property of robust tests in linear regression, A note on efficient regression estimators with positive breakdown point, Robust weighted LAD regression, Semiparametric robust estimation of truncated and censored regression models, Estimates of Regression Coefficients Based on the Sign Covariance Matrix, Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood, \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations, On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression, Functional stability of one-step GM-estimators in approximately linear regression, Asymptotic behavior of general M-estimates for regression and scale with random carriers, Breakdown points and variation exponents of robust \(M\)-estimators in linear models, Robust regression with both continuous and categorical predictors, Some results for robust GM-based estimators in heteroscedastic regression models, General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality, M-methods in multivariate linear models, Unnamed Item, Unconventional features of positive-breakdown estimators