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

DOI10.1080/03610928808829873zbMATH Open0696.62278OpenAlexW2027516388MaRDI QIDQ3474062FDOQ3474062

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

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zbMATH Keywords

unbiasednessfixed-scale M-estimatorsimultaneous-scale M-estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

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

Cited In (1)

• The Mathematical Structure of Huber’s M-Estimator

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