Robust estimation and regression with parametric quantile functions

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

Authors 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

\(q\)-estimatorsquantile-based estimationR packagerobust Cox modelrobust linear model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Estimation of high conditional quantiles for heavy-tailed distributions
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• Finite mixture models
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Cited in

(7)

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

Describes a project that uses

Uses Software

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

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