Semiparametrically weighted robust estimation of regression models

DOI10.1016/J.CSDA.2010.06.024MaRDI QIDQ452680zbMATH OpenOpenAlexFDO

Authors P. Čížek

Publication date 15 September 2012

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

Full work available at URL https://doi.org/10.1016/j.csda.2010.06.024

zbMATH Keywords

asymptotic efficiencybreakdown pointadaptive estimationleast weighted squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

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Cites work

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Cited in

(25)

• Regression Neural Networks with a Highly Robust Loss Function
• The minimum weighted covariance determinant estimator for high-dimensional data
• Robust semiparametric regression estimates
• A Robbins-Monro procedure for estimation in semiparametric regression models
• Cluster-based \(L2\) re-weighted regression
• A partial robustifying weighted least squares estimator
• Three contributions to robust regression diagnostics
• Implicitly weighted methods in robust image analysis
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
• Efficient robust estimation of time-series regression models.
• Reweighted least trimmed squares: an alternative to one-step estimators
• scientific article; zbMATH DE number 2219441 (Why is no real title available?)
• Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
• Weighted semiparameter model and its application
• Robustness of supervised learning based on combined centroids
• Model robust regression: combining parametric, nonparametric, and semiparametric methods
• The least trimmed quantile regression
• On consistency of the weighted least squares estimators in a semiparametric regression model
• Robust weighted orthogonal regression in the errors-in-variables model
• The minimum weighted covariance determinant estimator revisited
• One-step robust estimation of fixed-effects panel data models
• scientific article; zbMATH DE number 5716995 (Why is no real title available?)
• Semiparametric robust estimation of truncated and censored regression models
• scientific article; zbMATH DE number 5081263 (Why is no real title available?)
• Statistical learning for recommending (robust) nonlinear regression methods

Describes a project that uses

Uses Software

• semml

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