The optimal Lpnorm estimator in linear regression models

DOI10.1080/03610928308828618zbMath0552.62053OpenAlexW2077370366MaRDI QIDQ3345621

Hans Nyquist

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828618

zbMATH Keywords

asymptotic variancekurtosisresidual distributionchoice of estimatorLp norm estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (8)

Bagging binary and quantile predictors for time series ⋮ Some results on generalized regression quantiles ⋮ Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation ⋮ Convex sets in minimum-distance estimation ⋮ Subbotin graphical models for extreme value dependencies with applications to functional neuronal connectivity ⋮ Accelerate stochastic subgradient method by leveraging local growth condition ⋮ Sparse regression for extreme values ⋮ Nonlinear L_P-norm estimation: part I - on the choice of the exponent, p, where the errors are additive

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Nonuniqueness of least absolute values regression
• Robust Statistics

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