Bobust estimation of begression und scale parameters in linear models with asymmetric error distributions

DOI10.1080/02331888808802066zbMath0644.62036OpenAlexW2089109962MaRDI QIDQ3787293

J. N. Sheahan

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802066

zbMATH Keywords

linear modelrobust M-estimationconsistent estimatorsoptimal estimatorsasymmetric error distributionsasymptotically normal robust estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Robust estimation in the linear model with asymmetric error distributions ⋮ Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo ⋮ On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions

Cites Work

• Unnamed Item
• Robust estimation of a location parameter in the presence of asymmetry
• Robust Estimation of a Location Parameter
• Robust estimation: A condensed partial survey
• Robust Statistics

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