A robust regression methodology via M-estimation

DOI10.1080/03610926.2018.1423698OpenAlexW2790844269MaRDI QIDQ5078400

Tao Yang, Colin M. Gallagher, Christopher S. McMahan

Publication date: 23 May 2022

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

Full work available at URL: https://europepmc.org/articles/pmc6167755

zbMATH Keywords

quantile regressionlinear regressionrobust regressionasymmetric exponential power distributionM-estimation

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Related Items (1)

Huber's M-estimation-based cubature Kalman filter for an INS/DVL integrated system

Cites Work

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