On the unbiasedness of robust regression estimators

DOI10.1080/03610927808827668zbMATH Open0384.62055OpenAlexW2135527614MaRDI QIDQ4164682FDOQ4164682

Authors: Andrew C. Harvey 

Publication date: 1978

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927808827668

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• A Robust Method for Multiple Linear Regression
• An Iterative Technique for Absolute Deviations Curve Fitting
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
• Two Linear Programming Algorithms for Unbiased Estimation of Linear Models
• Norm Minimizing Estimation and Unbiasedness

Cited In (2)

• On the symmetry of m-estimators computed by the huber-dutter algorithm
• Symmetrically distributed and unbiased estimators in linear models

This page was built for publication: On the unbiasedness of robust regression estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4164682)