Robust regression and small sample confidence intervals

DOI10.1016/S0378-3758(96)00034-1zbMath0877.62025MaRDI QIDQ1361605

C. A. Field

Publication date: 23 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

confidence intervalssaddlepoint approximationrobust regressionsmall sample asymptotics

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Resampling methods for variable selection in robust regression

Cites Work

• Small sample asymptotic expansions for multivariate M-estimates
• Approximations of marginal tail probabilities and inference for scalar parameters
• Small-sample intervals for regression
• Robust Confidence Intervals for Regression Parameters
• Approximations for marginal densities of M‐estimators
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item