Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares

DOI10.1080/03610918008812144zbMath0432.65070OpenAlexW2071363085MaRDI QIDQ3870265

Jeffrey B. Birch

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812144

zbMATH Keywords

Newton's methodM-estimatorsstopping rulestatistical modelsfirst-order autoregressive modelMonte Carlo studiesstarting valueiterated weighted least squares method

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• A monte carlo study of robust estimators of location
• Robust regression using iteratively reweighted least-squares
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances