Robust estimation of regression and scale parameters in linear models

MaRDI QIDQ2758202zbMATH OpenFDO

Authors Omer Ozturk

Publication date 23 May 2002

Published in Advances and Applications in Statistics (Search for Journal in Brave)

zbMATH Keywords

breakdown pointCramer-von Mises distanceefficiencyoptimal weightsrobustnessweighted regression

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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(19)

• Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
• Robust linear regression with broad distributions of errors
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• Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
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• Simultaneous robust estimation of location and scale parameters: A minimum-distance approach
• scientific article; zbMATH DE number 1036041 (Why is no real title available?)
• Optimal bounded influence regression and scale m-estimators in the context of experimental desing
• scientific article; zbMATH DE number 2172873 (Why is no real title available?)
• De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
• Robust estimation and variable selection in heteroscedastic linear regression

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