Tail Behavior of Regression Estimators and their Breakdown Points
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Publication:3978783
DOI10.2307/2938306zbMath0745.62030OpenAlexW1969835020MaRDI QIDQ3978783
Xuming He, Roger W. Koenker, Jana Jureckova, Stephen L. Portnoy
Publication date: 25 June 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2142/30101
robustnesslinear modelsleast squares estimatortail behaviourM-estimatesrobust estimatorsbreakdown pointstrictly Gaussianfinite-sample measure of performance of regression estimatorsheavy-tail error distributions
Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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