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

DOI10.2307/3314844MaRDI QIDQ4729166zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3675157 (Why is no real title available?)
• A Comparative Study of Several Robust Estimates of Slope, Intercept, and Scale in Linear Regression
• A New Scale Step for Huber’s M-Estimators in Multiple Regression
• A Robust Method for Multiple Linear Regression
• Confidence Intervals for Bisquare Regression Estimates
• High breakdown-point and high efficiency robust estimates for regression
• Introduction to robust and quasi-robust statistical methods
• Robust regression estimators compared via monte carlo
• Robust regression using iteratively reweighted least-squares
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• The scale problem in robust regressionM- estimates

Cited in

(1)

• Applied regression analysis bibliography update 1988-89

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