Robust estimation and regression with parametric quantile functions

DOI10.1016/J.CSDA.2022.107471MaRDI QIDQ111833zbMATH OpenOpenAlexFDO

Authors Paolo Frumento, Gianluca Sottile, Paolo Frumento

Publication date July 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2022.107471

zbMATH Keywords

R package\(q\)-estimatorsquantile-based estimationrobust Cox modelrobust linear model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(6)

• A new robust inference for predictive quantile regression
• Robust estimation for a general functional single index model via quantile regression
• Robust estimation strategy for handling outliers
• Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
• Efficiency study of a robust regression-type estimator for population mean under different ranked set sampling methods with outlier handling
• Qest

Describes a project that uses

Uses Software

• qrcmNP
• RobStatTM
• qrcm
• LMOMENTS
• DAAG
• robustbase
• R

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