A comparison between two robust regression estimators by means of robust covariances

DOI10.1007/S11766-998-0042-2zbMath0905.62073OpenAlexW1967128377MaRDI QIDQ1129815

Guangsheng Wei, Jianghong Ma, Kan-Min Wang

Publication date: 3 February 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-998-0042-2

zbMATH Keywords

Mallows' GM-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Unnamed Item
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Asymptotic behavior of general M-estimates for regression and scale with random carriers

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