Bounded-Influence Regression via Local Minimax Mean Squared Error

DOI10.2307/2288571zbMath0598.62031OpenAlexW4230349566MaRDI QIDQ3732729

Alexander M. Samarov

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2288571

zbMATH Keywords

mean squared errorM-estimatorsinfluence functionminimax estimationcontaminationnormality assumptionoptimal estimatorbounded-influence regressionchange-of-variance functions

Mathematics Subject Classification ID

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

Related Items (3)

Unnamed Item ⋮ Robust linear regression via bounded influence \(M\)-estimators ⋮ Optimal robust \(M\)-estimates of location

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