On the symmetry of m-estimators computed by the huber-dutter algorithm

DOI10.1080/03610928808829873MaRDI QIDQ3474062zbMATH OpenOpenAlexFDO

Authors Mervyn J. Silvapulle

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829873

zbMATH Keywords

unbiasednessfixed-scale M-estimatorsimultaneous-scale M-estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• The Mathematical Structure of Huber’s M-Estimator
• Finite Algorithms for Huber’sM-Estimator
• Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
• On Newton's method for Huber's robust M-estimation problems in linear regression
• Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model

Cites work

• Algorithms for the Huber estimator in multiple regression
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• On the unbiasedness of robust regression estimators
• One-Step Huber Estimates in the Linear Model
• Symmetrically distributed and unbiased estimators in linear models
• The scale problem in robust regressionM- estimates
• Two Linear Programming Algorithms for Unbiased Estimation of Linear Models

Cited in

(1)

• The Mathematical Structure of Huber’s M-Estimator

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