Bounded-Influence Regression via Local Minimax Mean Squared Error
From MaRDI portal
Publication:3732729
DOI10.2307/2288571zbMath0598.62031MaRDI QIDQ3732729
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2288571
mean squared error; M-estimators; influence function; minimax estimation; contamination; normality assumption; optimal estimator; bounded-influence regression; change-of-variance functions
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
Related Items
Robust linear regression via bounded influence \(M\)-estimators, Optimal robust \(M\)-estimates of location, Unnamed Item