Covariance matrices of S robust regression estimators

DOI10.1080/00949655.2021.1972300OpenAlexW3198862426MaRDI QIDQ3390582

Andrea Cerioli, Marco Riani, Silvia Salini, Gianluca Morelli, Fabrizio Laurini

Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1972300

zbMATH Keywords

robust regressionS-estimatorWald-type inference

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• robustbase
• FSDA
• RobStatTM

Cites Work

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