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

DOI10.2307/3315625zbMath1066.62510OpenAlexW2025236972MaRDI QIDQ4715847

Bing Li, Ruben H. Zamar

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

zbMATH Keywords

Robust regressionM-estimatesasymmetric errorsminimax variance

Mathematics Subject Classification ID

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

Related Items (2)

A Simple Diagnostic Plot Connecting Robust Estimation, Outlier Detection, and False Discovery Rates ⋮ Applied regression analysis bibliography update 1994-97

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

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