An angular approach for linear data
From MaRDI portal
Publication:3709639
DOI10.1093/biomet/72.2.441zbMath0585.62067OpenAlexW2132416807MaRDI QIDQ3709639
Publication date: 1985
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/72.2.441
linear modelempirical characteristic functionadaptive estimationrobust estimatorsinfluence curvegeometric interpretationslopefunctional least squaresM- estimationangular estimationintercept estimation
Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Robust scale estimation based on the empirical characteristic function ⋮ Multivariate functional least squares ⋮ A comparative study of some robust methods for coefficient-estimation in linear regression ⋮ Robust scale estimation in the error‐components model using the empirical characteristic function ⋮ Fourier Methods for Sequential Change Point Analysis in Autoregressive Models ⋮ Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers