On Estimating Variances of Robust Estimators when the Errors are Asymmetric
From MaRDI portal
Publication:3852975
DOI10.2307/2286990zbMath0419.62035OpenAlexW4248610230MaRDI QIDQ3852975
Publication date: 1979
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3425
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (10)
Uniform asymptotics for robust location estimates when the scale is unknown ⋮ A robust and efficient variable selection method for linear regression ⋮ Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ On M-methods in growth curve analysis with asymmetric errors ⋮ Robust mean and covariance structure analysis through iteratively reweighted least squares ⋮ Estimating the \(p\)-values of robust tests for the linear model ⋮ M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result ⋮ Bootstrapping robust estimates of regression ⋮ On the robust rank analysis of linear models with nonsymmetric error distributions
This page was built for publication: On Estimating Variances of Robust Estimators when the Errors are Asymmetric
