On the unbiasedness of robust regression estimators

DOI10.1080/03610927808827668zbMath0384.62055OpenAlexW2135527614MaRDI QIDQ4164682

Andrew C. Harvey

Publication date: 1978

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927808827668

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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On the symmetry of m-estimators computed by the huber-dutter algorithm ⋮ Symmetrically distributed and unbiased estimators in linear models

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• A Robust Method for Multiple Linear Regression
• Norm Minimizing Estimation and Unbiasedness
• An Iterative Technique for Absolute Deviations Curve Fitting
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
• Two Linear Programming Algorithms for Unbiased Estimation of Linear Models

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