Statisticians are Fairly Robust Estimators of Location

DOI10.2307/2286917zbMATH Open0388.62026OpenAlexW4229851998MaRDI QIDQ4170072FDOQ4170072

Authors: Daniel A. Relles, W. H. Rogers 

Publication date: 1977

Full work available at URL: https://doi.org/10.2307/2286917

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Cited In (7)

• A new multivariate t distribution with variant tail weights and its application in robust regression analysis
• Bayesian estimation for the extended \(t\)-process regression models with independent errors
• Optimal collapsing of mixture distributions in robust recursive estimation
• Bayesian assessment of assumptions of regression analysis
• Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula
• A note on parameter estimation under a \(t\)-model
• A Bayesian regression model for the non-standardized \(t\) distribution with location, scale and degrees of freedom parameters

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