CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION

DOI10.1111/J.1467-842X.1989.TB00514.XzbMATH Open0707.62131MaRDI QIDQ3489167FDOQ3489167

Authors: Alan H. Welsh 

Publication date: 1989

Published in: Australian Journal of Statistics (Search for Journal in Brave)

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zbMATH Keywords

M-estimationBahadur representationsscale estimators

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cited In (2)

• Quantile estimation for a selected normal population
• Bahadur representations for robust scale estimators based on regression residuals

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