Robust estimation for linear regression with asymmetric errors
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Publication:5486554
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 4036919 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 3998990 (Why is no real title available?)
- A General Qualitative Definition of Robustness
- A New Perspective on Priors for Generalized Linear Models
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- Bias Correction for a Generalized Log-Gamma Regression Model
- Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- High breakdown-point and high efficiency robust estimates for regression
- Implementing the Bianco and Yohai estimator for logistic regression
- Rank regression with log gamma residuals
- Robust Estimation of a Location Parameter
- Robust Inference for Generalized Linear Models
- The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
- Tolerance Bounds for Log Gamma Regression Models
Cited in
(27)- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
- Robust tests in generalized linear models with missing responses
- Robust estimation in the linear model with asymmetric error distributions
- Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
- M-estimates for the multiplicative error model
- A robust version of the hurdle model
- Robust estimation for nonparametric generalized regression
- Robust \(M\)-estimate of GJR model with high frequency data
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data
- Second-order least squares estimation of censored regression models
- Robust regression credibility: The influence function approach
- Robust inference in generalized partially linear models
- Robust estimates in generalized partially linear single-index models
- Robust estimates for GARCH models
- Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
- Semiparametric estimation with missing covariates
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- Robust Regression with Asymmetric Heavy-Tail Noise Distributions
- Robust estimates in generalized partially linear models
- Robust estimators in a generalized partly linear regression model under monotony constraints
- Robust location estimators in regression models with covariates and responses missing at random
- Linear regression with mis-specified error distribution
- A practical method of robust estimation in case of asymmetry
- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
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