Semiparametrically weighted robust estimation of regression models

DOI10.1016/J.CSDA.2010.06.024zbMATH Open1247.62115OpenAlexW2139278916MaRDI QIDQ452680FDOQ452680

Authors: P. 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

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zbMATH Keywords

asymptotic efficiencybreakdown pointadaptive estimationleast weighted squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Cites Work

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Cited In (25)

• Title not available (Why is that?)
• Reweighted least trimmed squares: an alternative to one-step estimators
• Efficient robust estimation of time-series regression models.
• Title not available (Why is that?)
• Cluster-based \(L2\) re-weighted regression
• Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
• A partial robustifying weighted least squares estimator
• Three contributions to robust regression diagnostics
• Title not available (Why is that?)
• Regression Neural Networks with a Highly Robust Loss Function
• The minimum weighted covariance determinant estimator revisited
• Robust weighted orthogonal regression in the errors-in-variables model
• Implicitly weighted methods in robust image analysis
• The least trimmed quantile regression
• One-step robust estimation of fixed-effects panel data models
• Model robust regression: combining parametric, nonparametric, and semiparametric methods
• The minimum weighted covariance determinant estimator for high-dimensional data
• Statistical learning for recommending (robust) nonlinear regression methods
• Robustness of supervised learning based on combined centroids
• Robust semiparametric regression estimates
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
• On consistency of the weighted least squares estimators in a semiparametric regression model
• A Robbins-Monro procedure for estimation in semiparametric regression models
• Weighted semiparameter model and its application
• Semiparametric robust estimation of truncated and censored regression models

Uses Software

• semml

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