A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

DOI10.1016/S0167-7152(97)00136-3zbMath0902.62077MaRDI QIDQ1387682

Marianthi Markatou, Claudio Agostinelli

Publication date: 6 October 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

robustefficiencyinfluencebiasbreakdown pointweighted likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items

Robust model selection in regression via weighted likelihood methodology ⋮ Optimization techniques for robust multivariate location and scatter estimation ⋮ An entropy-like estimator for robust parameter identification ⋮ Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood ⋮ Regression with outlier shrinkage ⋮ A fast algorithm for robust regression with penalised trimmed squares ⋮ Statistical inference based on a new weighted likelihood approach ⋮ Higher-Order Infinitesimal Robustness ⋮ Weighted likelihood estimation of multivariate location and scatter ⋮ A review of robust regression and diagnostic procedures in linear regression ⋮ Outlier detection and robust estimation in linear regression models with fixed group effects ⋮ Weighted likelihood latent class linear regression ⋮ A class of robust and fully efficient regression estimators ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ Penalized unimodal spline density estimation with application to \(M\)-estimation

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