Robust estimation in the linear model with asymmetric error distributions

DOI10.1016/0047-259X(86)90079-5zbMath0603.62042MaRDI QIDQ1082742

J. N. Sheahan, John R. Collins, Zu Kang Zheng

Publication date: 1986

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

zbMATH Keywords

consistencylinear modelasymptotic distributionsrobust regressionrobust estimationlocation parameterasymptotically normalstandard normal distributionasymmetric error distributionsminimizing the asymptotic mean squared erroroptimal M-estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

RobustM-estimators of multivariate location and scatter in the presence of asymmetry ⋮ Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo ⋮ Regular, median and Huber cross‐validation: A computational comparison ⋮ On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions

Cites Work

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• Robust estimation of a location parameter in the presence of asymmetry
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions
• One-Step Huber Estimates in the Linear Model
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances

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