M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result

DOI10.2307/3315625MaRDI QIDQ4715847zbMATH OpenOpenAlexFDO

Authors Bing Li, Ruben H. Zamar

Publication date 1996

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315625

zbMATH Keywords

asymmetric errorsM-estimatesminimax varianceRobust regression

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• Asymptotic behavior of general M-estimates for regression and scale with random carriers
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• Min-max bias robust regression
• On Estimating Variances of Robust Estimators when the Errors are Asymmetric
• Robust Estimation of a Location Parameter
• Robust estimation of a location parameter in the presence of asymmetry

Cited in

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• Applied regression analysis bibliography update 1994-97
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