De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément

DOI10.2307/3314844zbMath0679.62023OpenAlexW2008268578MaRDI QIDQ4729166

Louis-Paul Rivest

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314844

zbMATH Keywords

linear modelmultiple solutionsrobust statisticsrobust regressionscale estimatornonlinear systems of equationssimultaneous estimationHuber estimatorbiweightG-M-estimatorsresidual median absolute deviationrobust M-estimatesine estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Applied regression analysis bibliography update 1988-89

Cites Work

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• High breakdown-point and high efficiency robust estimates for regression
• Introduction to robust and quasi-robust statistical methods
• The scale problem in robust regressionM- estimates
• A New Scale Step for Huber’s M-Estimators in Multiple Regression
• A Robust Method for Multiple Linear Regression
• A Comparative Study of Several Robust Estimates of Slope, Intercept, and Scale in Linear Regression
• Confidence Intervals for Bisquare Regression Estimates
• Robust regression using iteratively reweighted least-squares
• Robust regression estimators compared via monte carlo
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

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