Robust estimation for linear regression with asymmetric errors

DOI10.1002/cjs.5550330404zbMath1098.62084MaRDI QIDQ5486554

Víctor J. Yohai, Ana M. Bianco, Marta García Ben

Publication date: 11 September 2006

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

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

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

65C05: Monte Carlo methods

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