Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation
DOI10.1016/S0167-7152(99)00117-0zbMath0942.62077OpenAlexW2132243598MaRDI QIDQ1970820
Publication date: 27 August 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00117-0
robustnessiteratively reweighted least squaresleast trimmed squaresleast median of squaresminimum volume ellipsoidbounded influence \(M\)-estimationfinite sample correction
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)
Related Items
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