Restricted \(M\)-estimation

DOI10.1016/0167-9473(92)90065-NzbMath0937.62579OpenAlexW2054820473MaRDI QIDQ2563623

Hans Nyquist

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)90065-n

zbMATH Keywords

penalty function\(M\)-estimationlinear restrictionslinear regression modelrestricted estimationridge type \(M\)-estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Least Median of Squares Regression
• Minimax Aspects of Bounded-Influence Regression
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Augmented Robust Estimators
• Efficient Bounded-Influence Regression Estimation
• The Influence Curve and Its Role in Robust Estimation
• Robust regression using iteratively reweighted least-squares

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