Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions

DOI10.1080/02331888808802066zbMATH Open0644.62036OpenAlexW2089109962MaRDI QIDQ3787293FDOQ3787293

Authors: J. N. Sheahan 

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802066

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zbMATH Keywords

linear modelrobust M-estimationconsistent estimatorsoptimal estimatorsasymmetric error distributionsasymptotically normal robust estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Estimation of a Location Parameter
• Robust Statistics
• Title not available (Why is that?)
• Robust estimation: A condensed partial survey
• Robust estimation of a location parameter in the presence of asymmetry

Cited In (20)

• Title not available (Why is that?)
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• A practical method of robust estimation in case of asymmetry
• Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
• Adaptively truncated maximum likelihood regression with asymmetric errors.
• Rank-based inference for linear models: Asymmetric errors
• Robust estimation of regression parameters
• Robust Regression with Asymmetric Heavy-Tail Noise Distributions
• A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
• Robust estimation of regression and scale parameters in linear models
• Robust estimation for linear regression with asymmetric errors
• Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
• On asymptotics of t-type regression estimation in multiple linear model
• On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions
• On M-methods in growth curve analysis with asymmetric errors
• High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data
• On the robust rank analysis of linear models with nonsymmetric error distributions
• Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals
• Asymptotic distributions of some scale estimators in nonlinear models
• Robust estimation in the linear model with asymmetric error distributions

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