Weighting games in robust linear regression

DOI10.1006/JMVA.1999.1819MaRDI QIDQ1301597zbMATH OpenOpenAlexFDO

Authors Marianthi Markatu

Publication date 20 December 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1999.1819

zbMATH Keywords

efficiencyrobust regressionweighting

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(5)

• Linear Regression as a Non-cooperative Game
• Weights and fragments
• Bounded-leverage weights for robust regression estimators
• Reweighting to Achieve Elliptically Contoured Covariates in Regression
• Analysis of regression in game theory approach

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