De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément

DOI10.2307/3314844zbMATH Open0679.62023OpenAlexW2008268578MaRDI QIDQ4729166FDOQ4729166

Authors: Louis-Paul Rivest 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.2307/3314844

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zbMATH Keywords

linear modelrobust regressionrobust statisticsmultiple solutionsnonlinear systems of equationssimultaneous estimationHuber estimatorscale estimatorbiweightG-M-estimatorsresidual median absolute deviationrobust M-estimatesine estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• High breakdown-point and high efficiency robust estimates for regression
• A Robust Method for Multiple Linear Regression
• Robust regression using iteratively reweighted least-squares
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Introduction to robust and quasi-robust statistical methods
• Title not available (Why is that?)
• A Comparative Study of Several Robust Estimates of Slope, Intercept, and Scale in Linear Regression
• Confidence Intervals for Bisquare Regression Estimates
• The scale problem in robust regressionM- estimates
• A New Scale Step for Huber’s M-Estimators in Multiple Regression
• Robust regression estimators compared via monte carlo

Cited In (1)

• Applied regression analysis bibliography update 1988-89

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