Semiparametrically weighted robust estimation of regression models

DOI10.1016/j.csda.2010.06.024zbMath1247.62115OpenAlexW2139278916MaRDI QIDQ452680

Pavel Čížek

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.06.024

zbMATH Keywords

asymptotic efficiencyadaptive estimationbreakdown pointleast weighted squares

Mathematics Subject Classification ID

Related Items (12)

One-step robust estimation of fixed-effects panel data models ⋮ Three contributions to robust regression diagnostics ⋮ Robustness of supervised learning based on combined centroids ⋮ Reweighted least trimmed squares: an alternative to one-step estimators ⋮ Implicitly weighted methods in robust image analysis ⋮ The minimum weighted covariance determinant estimator for high-dimensional data ⋮ The least trimmed quantile regression ⋮ Regression Neural Networks with a Highly Robust Loss Function ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Statistical learning for recommending (robust) nonlinear regression methods ⋮ The minimum weighted covariance determinant estimator revisited ⋮ Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

Uses Software

• semml

Cites Work

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