M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result
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Publication:4715847
DOI10.2307/3315625zbMath1066.62510MaRDI QIDQ4715847
Publication date: 1996
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315625
62J05: Linear regression; mixed models
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
62C20: Minimax procedures in statistical decision theory
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Cites Work
- Min-max bias robust regression
- Min-max asymptotic variance of M-estimates of location when scale is unknown
- Robust estimation of a location parameter in the presence of asymmetry
- On Estimating Variances of Robust Estimators when the Errors are Asymmetric
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Robust Estimation of a Location Parameter