Robust regression and small sample confidence intervals

DOI10.1016/S0378-3758(96)00034-1MaRDI QIDQ1361605zbMATH OpenFDO

Authors C. A. Field

Publication date 23 November 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsrobust regressionsaddlepoint approximationsmall sample asymptotics

Mathematics Subject Classification ID

Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Approximations to statistical distributions (nonasymptotic) (62E17) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 51419 (Why is no real title available?)
• scientific article; zbMATH DE number 597896 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Approximations for marginal densities of M‐estimators
• Approximations of marginal tail probabilities and inference for scalar parameters
• Robust Confidence Intervals for Regression Parameters
• Small sample asymptotic expansions for multivariate M-estimates
• Small-sample intervals for regression
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM

Cited in

(6)

• Confidence intervals based on robust regression
• scientific article; zbMATH DE number 1211750 (Why is no real title available?)
• Globally robust inference for the location and simple linear regression models
• Applications of robust regression to ``big data problems
• Sharpening Wald-type inference in robust regression for small samples
• Resampling methods for variable selection in robust regression

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