Robust estimation in the linear model

DOI10.1214/AOS/1176342717MaRDI QIDQ1845594zbMATH OpenOpenAlexFDO

Authors Victor J. Yohai

Publication date 1974

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176342717

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Cited in

(13)

• \(M\)-estimation of linear models with dependent errors
• Moderate deviations for M-estimators in linear models with -mixing errors
• Robust identification
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Modal linear regression using log-concave distributions
• Resistant estimates for high dimensional and functional data based on random projections
• M-test in linear models with negatively superadditive dependent errors
• Convergence of the optimal M-estimator over a parametric family of M-estimators
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• Asymptotic behavior of iterative M-estimartors for location
• Weak convergence of bounded influence regression estimates with applications to repeated significance testing
• Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
• On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions

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