Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo

DOI10.1080/02331889208802378zbMath0811.62067OpenAlexW1967981450MaRDI QIDQ4322938

J. N. Sheahan, John C. Lind, K. L. Mehra

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889208802378

zbMATH Keywords

simulationMonte Carlolinear modelfinite sample propertiesasymmetric errorsiterative computationasymptotically optimal robust \(M\)-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Least absolute value regression: recent contributions ⋮ Regular, median and Huber cross‐validation: A computational comparison

Cites Work

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• Linear Statistical Inference and its Applications
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• Robust Statistics

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