Robust prediction intervals in a regression setting

DOI10.1016/0167-9473(92)00069-4zbMath0937.62643OpenAlexW2006098139MaRDI QIDQ1361537

Paul S. Horn, Amy Fisher

Publication date: 31 August 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(92)00069-4

zbMATH Keywords

linear model\(M\)-estimationcoverageleast absolute deviations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items

Robust prediction limits based on \(\mathbf M\)-estimators ⋮ Globally robust confidence intervals for simple linear regression ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

• Robust regression using repeated medians
• Robust Statistics
• Unnamed Item
• Unnamed Item
• Unnamed Item