Change-of-variance sensitivities in regression analysis

DOI10.1007/BF00535342zbMath0539.62042MaRDI QIDQ3326624

Elvezio Ronchetti, Peter J. Rousseeuw

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

optimal robustnessHampel-Krasker estimatorestimators of regression coefficientschange- of-variance sensitivitygross-error-sensitivitiesKrasker-Welsch estimatorsoptimal robust redescending scale estimators

Mathematics Subject Classification ID

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

Related Items

Optimal designs for robust estimation in conditionally contaminated linear models, Stochastic Ordering of Likelihood Ratios and Partial Sufficiency, Robust linear regression via bounded influence \(M\)-estimators, On the bias–robustness in the location model I, Robust m-estimators, Optimum robust testing in linear models, The change-of-variance function for dependent data

Uses Software

• ROBETH

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