Influence Functions of Iteratively Reweighted Least Squares Estimators

DOI10.2307/2290402zbMath0739.62024OpenAlexW4239346666MaRDI QIDQ3984604

R. G. jun. Staudte, Michael B. Dollinger

Publication date: 27 June 1992

Full work available at URL: https://doi.org/10.2307/2290402

zbMATH Keywords

rate of convergenceresidualrobust regressionstatistical functionalbounded influenceweighted least squares estimatorone-step estimatorunknown scaleboundedness of the limiting influence functionfully iterated \(M\) estimatorgeneralized \(M\) estimatorHuber's \(M\) estimatorsinfluence functions of iteratively reweighted least squares estimatorsiteration derivativeMallows class of estimatorsNewton- Raphson one-step estimators

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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