Robust second-order least-squares estimator for regression models
DOI10.1007/S00362-010-0343-4zbMATH Open1440.62266OpenAlexW2030360389MaRDI QIDQ452300FDOQ452300
Authors: Min Tsao, Julie Zhou, Xin Chen 
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
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outlierslinear regressionrobust estimationinfluence functionbreakdown pointhigh efficiencysecond-order least-squares estimator
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Robust Estimation of a Location Parameter
- Robust Statistics
- Least Median of Squares Regression
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- High breakdown-point and high efficiency robust estimates for regression
- The Influence Curve and Its Role in Robust Estimation
- Estimation of nonlinear models with Berkson measurement errors
- Title not available (Why is that?)
- Second-order nonlinear least squares estimation
- Title not available (Why is that?)
- Comparison of GMM with second-order least squares estimation in nonlinear models
- Second-order least squares estimation of censored regression models
Cited In (5)
- Second-order least-squares estimation for regression models with autocorrelated errors
- \(I_L\)-optimal designs for regression models under the second-order least squares estimator
- Robust second-order least-squares estimation for regression models with autoregressive errors
- New optimal design criteria for regression models with asymmetric errors
- Second order representations of the least absolute deviation regression estimator
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