Robust second-order least-squares estimator for regression models

DOI10.1007/s00362-010-0343-4zbMath1440.62266OpenAlexW2030360389MaRDI QIDQ452300

Julie Zhou, Min Tsao, Xin Chen

Publication date: 20 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-010-0343-4

zbMATH Keywords

outliersinfluence functionlinear regressionbreakdown pointrobust estimationhigh efficiencysecond-order least-squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items

Robust second-order least-squares estimation for regression models with autoregressive errors ⋮ New optimal design criteria for regression models with asymmetric errors ⋮ Second-order least-squares estimation for regression models with autocorrelated errors ⋮ \(I_L\)-optimal designs for regression models under the second-order least squares estimator

Uses Software

• robustbase

Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• Second-order nonlinear least squares estimation
• Second-order least squares estimation of censored regression models
• Estimation of nonlinear models with Berkson measurement errors
• Least Median of Squares Regression
• The Influence Curve and Its Role in Robust Estimation
• Robust Estimation of a Location Parameter
• Robust Statistics
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