Robust estimation for linear regression with asymmetric errors

DOI10.1002/CJS.5550330404zbMATH Open1098.62084OpenAlexW2061108046MaRDI QIDQ5486554FDOQ5486554

Authors: Ana M. Bianco, Marta García Ben, Victor J. Yohai 

Publication date: 11 September 2006

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

Full work available at URL: https://doi.org/10.1002/cjs.5550330404

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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• A New Perspective on Priors for Generalized Linear Models
• The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
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• Rank regression with log gamma residuals
• Tolerance Bounds for Log Gamma Regression Models

Cited In (27)

• Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
• Robust estimates in generalized partially linear single-index models
• Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
• Robust estimates for GARCH models
• A practical method of robust estimation in case of asymmetry
• Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
• Adaptively truncated maximum likelihood regression with asymmetric errors.
• Semiparametric estimation with missing covariates
• Robust estimation for nonparametric generalized regression
• Robust location estimators in regression models with covariates and responses missing at random
• Robust Regression with Asymmetric Heavy-Tail Noise Distributions
• Robust \(M\)-estimate of GJR model with high frequency data
• Second-order least squares estimation of censored regression models
• Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
• A robust version of the hurdle model
• Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
• Robust tests in generalized linear models with missing responses
• M-estimates for the multiplicative error model
• Robust estimates in generalized partially linear models
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Robust regression credibility: The influence function approach
• Robust estimators in a generalized partly linear regression model under monotony constraints
• High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data
• LINEAR REGRESSION WITH MIS-SPECIFIED ERROR DISTRIBUTION
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Robust estimation in the linear model with asymmetric error distributions
• Robust inference in generalized partially linear models

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