On the computation and efficiency of a HBP-GM estimator some simulation results

DOI10.1016/S0167-9473(96)00083-7zbMath0900.62277OpenAlexW2040128727MaRDI QIDQ1391324

Rien Wagenvoort, Jeroen Hinloopen

Publication date: 22 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(96)00083-7

zbMATH Keywords

MVEEfficiencyLMSProjection algorithmResampling algorithm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Robust estimators for the fixed effects panel data model ⋮ On B-robust instrumental variable estimation of the linear model with panel data.

Cites Work

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• Robust regression with a distributed intercept using least median of squares
• Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Two-Graphs, Switching Classes and Euler Graphs are Equal in Number

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