Robust second-order least-squares estimator for regression models

DOI10.1007/s00362-010-0343-4zbMath1440.62266MaRDI QIDQ452300

Xin Chen, Min Tsao, Julie Zhou

Publication date: 20 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-010-0343-4

zbMATH Keywords

outliers; influence function; linear regression; breakdown point; robust estimation; high efficiency; second-order least-squares estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

62J02: General nonlinear regression

Uses Software

• robustbase