Influence Functions of Iteratively Reweighted Least Squares Estimators
DOI10.2307/2290402zbMATH Open0739.62024OpenAlexW4239346666MaRDI QIDQ3984604FDOQ3984604
Authors: Michael Döllinger, Robert G. Staudte 
Publication date: 27 June 1992
Full work available at URL: https://doi.org/10.2307/2290402
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Cited In (16)
- Analysis of the forward search using some new results for martingales and empirical processes
- On the robustness of two-stage estimators
- A journey in single steps: robust one-step \(M\)-estimation in linear regression
- Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
- Robustness of reweighted least squares kernel based regression
- Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
- Influence function analysis applied to partial least squares
- Asymptotic analysis of iterated 1-step Huber-skip M-estimators with varying cut-offs
- Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
- Robustness by reweighting for kernel estimators: an overview
- Robust regression credibility: The influence function approach
- Influence functions and resampling techniques
- Applied regression analysis bibliography update 1990-91
- Influence Functions for Iteratively Defined Statistics
- On the iteratively reweighted rank regression estimator
- Information geometry of modal linear regression
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